A simple robust asset pricing model under statistical ambiguity (Q5079377)
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scientific article; zbMATH DE number 7532617
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A simple robust asset pricing model under statistical ambiguity |
scientific article; zbMATH DE number 7532617 |
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A simple robust asset pricing model under statistical ambiguity (English)
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27 May 2022
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asset pricing
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CAPM
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statistical ambiguity
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robust Bayesian analysis
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maximum entropy
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