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Risk pricing over alternative investment horizons

Hansen, Lars Peter - 2013

Persistent link: https://www.econbiz.de/10009696022

Nobel lecture : uncertainty outside and inside economic models

Hansen, Lars Peter - In: Journal of political economy 122 (2014) 5, pp. 945-987

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Beliefs, doubts and learning : valuing economic risk

Hansen, Lars Peter - 2007

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Financial markets and the real economy : discussion

Hansen, Lars Peter - In: Handbook of the equity risk premium, (pp. 326-329). 2008

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Beliefs, Doubts and Learning : Valuing Economic Risk

Hansen, Lars Peter - 2007

This paper explores two perspectives on the rational expectations hypothesis. One perspective is that of economic agents in such a model, who form inferences about the future using probabilities implied by the model. The other is that of an econometrician who makes inferences about the...

Persistent link: https://www.econbiz.de/10012465708