Portfolio choices and asset prices: the comparative statics of ambiguity aversion (Q2857656)
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scientific article; zbMATH DE number 6222516
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| English | Portfolio choices and asset prices: the comparative statics of ambiguity aversion |
scientific article; zbMATH DE number 6222516 |
Statements
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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0.9472362
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0.9194109
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0.90622216
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0.9000064
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0.89990985
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0.8903233
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0.8840023
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Portfolio choices and asset prices: the comparative statics of ambiguity aversion (English)
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