Doubts or variability?
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Publication:2653923
DOI10.1016/j.jet.2008.11.014zbMath1198.91074MaRDI QIDQ2653923
Francisco Barillas, Thomas J. Sargent, Lars Peter Hansen
Publication date: 15 January 2010
Published in: Journal of Economic Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jet.2008.11.014
robustness; risk aversion; equity premium puzzle; model misspecification; market price of risk; risk-free rate puzzle; detection error probability; costs of model uncertainty
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