Ambiguity, learning, and asset returns
by Nengjiu Ju and Jianjun Miao
| Year of publication: |
2012
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|---|---|
| Authors: | Ju, Nengjiu ; Miao, Jianjun |
| Published in: |
Econometrica : journal of the Econometric Society, an international 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 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009535006