Risk and ambiguity in models of business cycles
Year of publication: |
2015
|
---|---|
Authors: | Backus, David ; Ferriere, Axelle ; Zin, Stanley E. |
Published in: |
Journal of monetary economics. - Amsterdam : Elsevier, ISSN 0304-3932, ZDB-ID 191155-7. - Vol. 69.2015, p. 42-63
|
Subject: | Uncertainty | Smooth ambiguity | Certainty equivalent | Recursive preferences | Pricing kernel | Asset returns | Learning | Theorie | Theory | Entscheidung unter Unsicherheit | Decision under uncertainty | Risikoaversion | Risk aversion | CAPM | Risiko | Risk | Kapitaleinkommen | Capital income | Lernprozess | Learning process | Anlageverhalten | Behavioural finance | Erwartungsnutzen | Expected utility | Konjunktur | Business cycle |
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