High order smooth ambiguity preferences and asset prices
Julian Thimme, Clemens Völkert
| Year of publication: |
November 2015
|
|---|---|
| Authors: | Thimme, Julian ; Völkert, Clemens |
| Published in: |
Review of financial economics : RFE. - Medford, MA : Wiley, ISSN 1058-3300, ZDB-ID 1116477-3. - Vol. 27.2015, p. 1-15
|
| Subject: | Ambiguity aversion | Asset pricing | Long-run risks | Risikoaversion | Risk aversion | CAPM | Theorie | Theory | Entscheidung unter Unsicherheit | Decision under uncertainty | Börsenkurs | Share price | Anlageverhalten | Behavioural finance | Risikoprämie | Risk premium | Risiko | Risk | Erwartungsbildung | Expectation formation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.rfe.2015.05.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011498307