Ambiguity, Risk, and Asset Returns in Continuous Time

DOI10.1111/1468-0262.00337zbMath1121.91359OpenAlexW2138765659MaRDI QIDQ5474995

Larry G. Epstein, Zeng-Jing Chen

Publication date: 16 June 2006

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: http://rcer.econ.rochester.edu/RCERPAPERS/rcer_474.pdf

Mathematics Subject Classification ID

Stochastic models in economics (91B70) Utility theory (91B16) Financial applications of other theories (91G80)

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