Portfolio Choices and Asset Prices: The Comparative Statics of Ambiguity Aversion
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Publication:2857656
DOI10.1093/restud/rdr013zbMath1274.91380OpenAlexW2112686751MaRDI QIDQ2857656
Publication date: 5 November 2013
Published in: The Review of Economic Studies (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/restud/rdr013
equity premiummonotone likelihood ratioportfolio choicecentral dominancesmooth ambiguity aversionprice kernel
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