Portfolio Choices and Asset Prices: The Comparative Statics of Ambiguity Aversion (Q2857656): Difference between revisions
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Latest revision as of 19:16, 19 March 2024
scientific article
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English | Portfolio Choices and Asset Prices: The Comparative Statics of Ambiguity Aversion |
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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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