Portfolio choices and asset prices: the comparative statics of ambiguity aversion (Q2857656)
From MaRDI portal
!
WARNING
This is the item page for this Wikibase entity, intended for internal use and editing purposes.
Please use the normal view instead:
scientific article; zbMATH DE number 6222516
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Portfolio choices and asset prices: the comparative statics of ambiguity aversion |
scientific article; zbMATH DE number 6222516 |
Statements
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
0.9472362
0 references
0.9194109
0 references
0.90622216
0 references
0.9000064
0 references
0.89990985
0 references
0.8903233
0 references
0 references
0 references
0.8840023
0 references
Portfolio choices and asset prices: the comparative statics of ambiguity aversion (English)
0 references
