Ambiguity, learning, and asset returns
Year of publication: |
2012
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Authors: | Ju, Nengjiu ; Miao, Jianjun |
Published in: |
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics. - [Wechselnde Erscheinungsorte] : [Wechselnde Verlage], ISSN 0012-9682, ZDB-ID 1798-X. - Vol. 80.2012, 2, p. 559-591
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Subject: | Risikoprämie | Risk premium | Entscheidung unter Unsicherheit | Decision under uncertainty | Kapitaleinkommen | Capital income | Risikoaversion | Risk aversion | Lernen | Learning | Modellierung | Scientific modelling | Robustes Verfahren | Robust statistics | CAPM | Theorie | Theory |
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