Volatility-dependent probability weighting and the dynamics of the pricing kernel puzzle (Q6549856)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Volatility-dependent probability weighting and the dynamics of the pricing kernel puzzle |
scientific article; zbMATH DE number 7859632
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Volatility-dependent probability weighting and the dynamics of the pricing kernel puzzle |
scientific article; zbMATH DE number 7859632 |
Statements
Volatility-dependent probability weighting and the dynamics of the pricing kernel puzzle (English)
0 references
4 June 2024
0 references
volatility
0 references
probability weighting
0 references
pricing kernel puzzle
0 references
risk preferences
0 references
0 references
