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The price of risk and ambiguity in an intertemporal general equilibrium model of asset prices
Faria, Gonçalo; Correira-da-Silva, João - In: Annals of finance 8 (2012) 4, pp. 507-531
Persistent link: https://www.econbiz.de/10009670962
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Prudent expectations equilibrium in economies with uncertain delivery
Correira-da-Silva, João; Hervés-Beloso, Carlos - In: Economic theory : official journal of the Society for … 39 (2009) 1, pp. 67-92
Persistent link: https://www.econbiz.de/10003807842
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Is stochastic volatility relevant for dynamic portfolio choice under ambiguity?
Faria, Gonçalo; Correira-da-Silva, João - In: The European journal of finance 22 (2016) 7/9, pp. 601-626
Persistent link: https://www.econbiz.de/10011619083
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Generic non-existence of general equilibrium with EUU preferences under extreme ambiguity
Correira-da-Silva, João - In: Journal of mathematical economics 61 (2015), pp. 185-191
Persistent link: https://www.econbiz.de/10011573846