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Branch, William A.; Evans, George W. - 2010

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Branch, William A.; Evans, George W. - In: American economic journal : a journal of the American … 3 (2011) 3, pp. 159-191

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Branch, William A. (contributor); … - 2008

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Collard, Fabrice; Mukerji, Sujoy; Sheppard, Kevin; … - In: Quantitative economics : QE ; journal of the … 9 (2018) 2, pp. 945-993

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/10011994544

Ilomäki, Jukka - In: Risk management : a journal of risk, crisis and disaster 20 (2018) 3, pp. 258-272

Persistent link: https://www.econbiz.de/10011885978

Mele, Antonio - 2018

distribution (i.e., risk). It also mitigates the uncertainty about the true distribution of the fundamentals. Agents who lack …

Persistent link: https://www.econbiz.de/10012940746

Bansal, Ravi - 2007

a key determinant of risk premia at all investment horizons. As the investment horizon increases, transitory risks …

Persistent link: https://www.econbiz.de/10012465546

Collard, Fabrice; Mukerji, Sujoy; Sheppard, Kevin; … - 2017

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

Bansal, Ravi - 2007

a key determinant of risk premia at all investment horizons. As the investment horizon increases, transitory risks …

Persistent link: https://www.econbiz.de/10012776939

Lee, Dokyoung; Masters, Seth J. - In: The journal of wealth management 14 (2011/12) 4, pp. 28-40

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