An additive model of decision making under risk and ambiguity
Ying He, James S. Dyer, John C. Butler, Jianmin Jia
| Year of publication: |
2019
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|---|---|
| Authors: | He, Ying ; Dyer, James S. ; Butler, John C. ; Jia, Jianmin |
| Published in: |
Journal of mathematical economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4068, ZDB-ID 217625-7. - Vol. 85.2019, p. 78-92
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| Subject: | Ambiguity measure | Asset pricing | Equity premium puzzle | Second order probability | Theorie | Theory | Entscheidung unter Unsicherheit | Decision under uncertainty | CAPM | Equity-Premium-Puzzle | Entscheidung unter Risiko | Decision under risk | Risikoprämie | Risk premium |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jmateco.2019.10.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012311067