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A central limit theorem, loss aversion and multi-armed bandits
Chen, Zengjing; Epstein, Larry G.; Zhang, Guodong - In: Journal of economic theory 209 (2023), pp. 1-35
Persistent link: https://www.econbiz.de/10014371740
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Ambiguity, risk and asset returns in continuous time
Chen, Zengjing; Epstein, Larry G. - 2000
Persistent link: https://www.econbiz.de/10001537186
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Ambiguity, risk, and asset returns in continuous time
Chen, Zengjing; Epstein, Larry G. - In: Econometrica : journal of the Econometric Society, an … 70 (2002) 4, pp. 1403-1443
Persistent link: https://www.econbiz.de/10001688086