Portfolio Choices and Asset Prices: The Comparative Statics of Ambiguity Aversion (Q2857656): Difference between revisions
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Revision as of 08:49, 5 March 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)
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5 November 2013
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smooth ambiguity aversion
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monotone likelihood ratio
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equity premium
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portfolio choice
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price kernel
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central dominance
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