The price of risk and ambiguity in an intertemporal general equilibrium model of asset prices (Q470605)
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scientific article; zbMATH DE number 6368884
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The price of risk and ambiguity in an intertemporal general equilibrium model of asset prices |
scientific article; zbMATH DE number 6368884 |
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The price of risk and ambiguity in an intertemporal general equilibrium model of asset prices (English)
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12 November 2014
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ambiguity
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asset pricing
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equilibrium price of uncertainty
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robust optimization
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