Endogenous indeterminacy and volatility of asset prices under ambiguity
Michael Mandler
| Year of publication: |
2013
|
|---|---|
| Authors: | Mandler, Michael |
| Published in: |
Theoretical economics : TE ; journal of the Econometric Society. - New York, NY : Econometric Society, ISSN 1933-6837, ZDB-ID 2398911-7. - Vol. 8.2013, 3, p. 729-750
|
| Subject: | Ambiguity aversion | asset pricing | indeterminacy | excess volatility | general equilibrium | Volatilität | Volatility | Theorie | Theory | Allgemeines Gleichgewicht | General equilibrium | CAPM | Börsenkurs | Share price | Risikoaversion | Risk aversion | Portfolio-Management | Portfolio selection |
| 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/10010207658