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Ambiguity and the historical equity premium

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dividends next period as ambiguous. We calibrate the agent's ambiguity aversion to match only the first moment of the risk …

Persistent link: https://www.econbiz.de/10011756113

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Pricing of idiosyncratic equity and variance risks

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Persistent link: https://www.econbiz.de/10011410917

Environmental, social, and governance criteria : why investors are paying attention

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International home bias in international finance and business cycles

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