Pages that link to "Item:Q470605"
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The following pages link to The price of risk and ambiguity in an intertemporal general equilibrium model of asset prices (Q470605):
Displaying 13 items.
- Scale-invariant asset pricing and consumption/portfolio choice with general attitudes toward risk and uncertainty (Q367371) (← links)
- A two price theory of financial equilibrium with risk management implications (Q470603) (← links)
- A closed-form solution for options with ambiguity about stochastic volatility (Q488211) (← links)
- Robust consumption-investment problem on infinite horizon (Q901248) (← links)
- Option implied ambiguity and its information content: evidence from the subprime crisis (Q1615807) (← links)
- Intertemporal risk-return tradeoff in the short-run (Q1629642) (← links)
- Asset prices in an ambiguous economy (Q1702879) (← links)
- Macroeconomic uncertainty prices when beliefs are tenuous (Q2024481) (← links)
- A new approach to the rational expectations equilibrium: existence, optimality and incentive compatibility (Q2174171) (← links)
- Pricing equity-bond covariance risk: between flight-to-quality and fear-of-missing-out (Q2246749) (← links)
- The optimal investment-reinsurance strategies for ambiguity aversion insurer in uncertain environment (Q2691400) (← links)
- An Intertemporal General Equilibrium Asset Pricing Model: The Case of Diffusion Information (Q3751330) (← links)
- Uncertainty, expectations and asset price dynamics. Essays in honor of Georges Prat (Q5970355) (← links)
