Ambiguity, Learning, and Asset Returns
Year of publication: |
2010-11
|
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Authors: | Ju, Nengjiu ; Miao, Jianjun |
Institutions: | China Economics and Management Academy, Central University of Finance and Economics (CUFE) |
Subject: | Ambiguity aversion | learning | asset pricing puzzles | model uncertainty | robustness | pessimism | regime switching |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Forthcoming in Econometrica. Number 438 36 pages |
Classification: | D81 - Criteria for Decision-Making under Risk and Uncertainty ; E44 - Financial Markets and the Macroeconomy ; G12 - Asset Pricing |
Source: |
-
Ambiguity, Learning, and Asset Returns
Ju, Nengjiu,
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Ambiguity, Learning, and Asset Returns
Ju, Nengjiu, (2009)
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Ambiguity and Volatility : Asset Pricing Implications
Pataracchia, B., (2011)
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Ambiguity, learning, and asset returns
Ju, Nengjiu, (2012)
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Ambiguity, learning, and asset returns
Ju, Nengjiu, (2007)
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Dynamic asset allocation with ambiguous return predictability
Chen, Hui, (2009)
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