AMBIGUITY, LEARNING, AND ASSET RETURNS
Year of publication: |
2010-01
|
---|---|
Authors: | Miao, Jianjun ; JU, NENGJIU |
Institutions: | Department of Economics, Boston University |
Subject: | Ambiguity aversion | learning | asset-pricing puzzles | model uncertainty | robustness | pessimism | regime switching |
-
Ambiguity, Learning, and Asset Returns
Ju, Nengjiu, (2010)
-
Ambiguity, Learning, and Asset Returns
Ju, Nengjiu, (2009)
-
Ambiguity, Learning, and Asset Returns
Ju, Nengjiu,
- More ...
-
Dynamic Asset Allocation with Ambiguous Return Predictability
Chen, Hui, (2008)
-
Dynamic Asset Allocation with Ambiguous Return Predictability
Chen, Hui,
-
Ambiguity, Learning, and Asset Returns
Ju, Nengjiu,
- More ...