Uncertainty, risk-neutral measures and security price booms and crashes (Q1906721)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Uncertainty, risk-neutral measures and security price booms and crashes |
scientific article |
Statements
Uncertainty, risk-neutral measures and security price booms and crashes (English)
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6 February 1996
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intertemporal utility
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multiple-priors model
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uncertainty aversion
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abrupt changes in security prices
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