Discussion of "Robustness and pricing with uncertain growth"
Pascal J. Maenhout
| Year of publication: |
2002
|
|---|---|
| Authors: | Maenhout, Pascal J. |
| Other Persons: | Cagetti, Marco (contributor) ; Hansen, Lars Peter (contributor) ; Sargent, Thomas J. (contributor) ; Williams, Noah (contributor) |
| Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 15.2002, 2, p. 405-411
|
| Subject: | CAPM | Stochastisches Wachstumsmodell | Stochastic growth model | Schock | Shock | Signalling | Modellierung | Scientific modelling | Rationale Erwartung | Rational expectations | Spieltheorie | Game theory | Theorie | Theory | USA | United States | 1959-1999 |
| 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/10001688782