Ambiguity, Learning, and Asset Returns
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Publication:2859063
DOI10.3982/ECTA7618zbMath1274.91200MaRDI QIDQ2859063
Publication date: 6 November 2013
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3982/ecta7618
robustness; learning; regime switching; model uncertainty; ambiguity aversion; pessimism; asset-pricing puzzles
91A26: Rationality and learning in game theory
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