Doubts or variability? (Q2653923)

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Doubts or variability?
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    title
    Doubts or variability? (English)
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    author
    Francisco Barillas
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    Lars Peter Hansen
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    Thomas J. Sargent
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    publication date
    15 January 2010
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    Mathematics Subject Classification ID
    91B24
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    91B25
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    91B16
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    zbMATH DE Number
    5658534
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    zbMATH Keywords
    risk aversion
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    model misspecification
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    robustness
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    market price of risk
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    equity premium puzzle
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    risk-free rate puzzle
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    detection error probability
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    costs of model uncertainty
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    OpenAlex ID
    W2110802648
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