The price of risk and ambiguity in an intertemporal general equilibrium model of asset prices
type: Item
instance of: scholarly article
title: The price of risk and ambiguity in an intertemporal general equilibrium model of asset prices
zbMATH Open document ID: 1298.91089
author: Gonçalo Faria
author: João Correia-da-Silva
published in: Annals of Finance
publication date: 2014-11-12T00:00:00Z
full work available at URL: https://repositorio-aberto.up.pt/handle/10216/65310
Mathematics Subject Classification ID: 91B25
Mathematics Subject Classification ID: 91B50
zbMATH DE Number: 6368884
zbMATH Keywords: ambiguity
zbMATH Keywords: asset pricing
zbMATH Keywords: equilibrium price of uncertainty
zbMATH Keywords: robust optimization
MaRDI profile type: Publication
OpenAlex ID: W2150727821
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DOI: 10.1007/S10436-012-0197-Y
description: scientific article; zbMATH DE number 6368884