The Price of Risk and Ambiguity in an Intertemporal General Equilibrium Model of Asset Prices
Year of publication: |
2011-01
|
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Authors: | Faria, Gonçalo ; Correia-da-Silva, João |
Institutions: | Faculdade de Economia, Universidade do Porto |
Subject: | Ambiguity | asset pricing | equilibrium price of uncertainty |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | 21 pages |
Classification: | C68 - Computable General Equilibrium Models ; D81 - Criteria for Decision-Making under Risk and Uncertainty ; G13 - Contingent Pricing; Futures Pricing |
Source: |
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