Portfolio Choices and Asset Prices: The Comparative Statics of Ambiguity Aversion (Q2857656): Difference between revisions
From MaRDI portal
Set profile property. |
Normalize DOI. |
||
(One intermediate revision by one other user not shown) | |||
Property / DOI | |||
Property / DOI: 10.1093/restud/rdr013 / rank | |||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1093/restud/rdr013 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2112686751 / rank | |||
Normal rank | |||
Property / DOI | |||
Property / DOI: 10.1093/RESTUD/RDR013 / rank | |||
Normal rank |
Latest revision as of 01:36, 20 December 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Portfolio Choices and Asset Prices: The Comparative Statics of Ambiguity Aversion |
scientific article |
Statements
Portfolio Choices and Asset Prices: The Comparative Statics of Ambiguity Aversion (English)
0 references
5 November 2013
0 references
smooth ambiguity aversion
0 references
monotone likelihood ratio
0 references
equity premium
0 references
portfolio choice
0 references
price kernel
0 references
central dominance
0 references