Asset pricing under smooth ambiguity in continuous time
Lars Peter Hansen, Jianjun Miao
| Year of publication: |
2022
|
|---|---|
| Authors: | Hansen, Lars Peter ; Miao, Jianjun |
| Subject: | Ambiguity | Asset pricing | Continuous time | Portfolio allocation | Risk | Robustness | CAPM | Portfolio-Management | Portfolio selection | Risikoaversion | Risk aversion | Börsenkurs | Share price | Entscheidung unter Unsicherheit | Decision under uncertainty | Risiko | Kapitalmarkttheorie | Financial economics |
| Description of contents: | Description [doi.org] |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00199-022-01441-5 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013442033