Asset pricing under smooth ambiguity in continuous time
Year of publication: |
2022
|
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Authors: | Hansen, Lars Peter ; Miao, Jianjun |
Published in: |
Economic theory. - Berlin : Springer, ISSN 1432-0479, ZDB-ID 1398355-6. - Vol. 74.2022, 2, p. 335-371
|
Subject: | Ambiguity | Asset pricing | Continuous time | Portfolio allocation | Risk | Robustness | CAPM | Portfolio-Management | Portfolio selection | Risikoaversion | Risk aversion | Entscheidung unter Unsicherheit | Decision under uncertainty | Kapitalmarkttheorie | Financial economics |
Description of contents: | Description [doi.org] |
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