Pages that link to "Item:Q2859063"
From MaRDI portal
The following pages link to Ambiguity, learning, and asset returns (Q2859063):
Displaying 21 items.
- Discounted utility and present value -- a close relation (Q2797462) (← links)
- Ambiguity, asset prices, and excess volatility in a pure-exchange economy (Q2879037) (← links)
- Ambiguity and the Bayesian Paradigm (Q2971685) (← links)
- Characterizations of Smooth Ambiguity Based on Continuous and Discrete Data (Q2976147) (← links)
- Consumption Volatility and the Cross-Section of Stock Returns* (Q4554721) (← links)
- Ambiguity and the historical equity premium (Q4586365) (← links)
- Smooth ambiguity preferences and asset prices with a jump-diffusion process (Q5079378) (← links)
- The Myopic Property in Decision Models (Q5118435) (← links)
- Speculative Investor Behavior and Learning (Q5690594) (← links)
- Robust comparative statics for the elasticity of intertemporal substitution (Q6053653) (← links)
- TRADING AMBIGUITY: A TALE OF TWO HETEROGENEITIES (Q6088686) (← links)
- Time-consistent lifetime portfolio selection under smooth ambiguity (Q6099182) (← links)
- Ambiguous price formation (Q6100487) (← links)
- Asset prices in a labor search model with confidence shocks (Q6106629) (← links)
- Doubts about the model and optimal policy (Q6111158) (← links)
- Beyond uncertainty aversion (Q6176735) (← links)
- Optimal investment in ambiguous financial markets with learning (Q6554635) (← links)
- Optimal strategies for target benefit pension plans with longevity risk in ambiguous environments (Q6593190) (← links)
- New challenges in the interplay between finance and insurance. Abstracts from the workshop held October 1--6, 2023 (Q6613388) (← links)
- Ambiguity, information processing, and financial intermediation (Q6664584) (← links)
- Ambiguity and informativeness of (non-)trading (Q6665685) (← links)
