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~person:"Hansen, Lars Peter"
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ECONIS (ZBW)
63
RePEc
2
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1
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1
Asset
pricing
under smooth ambiguity in continuous time
Hansen, Lars Peter
;
Miao, Jianjun
- In:
Economic theory
74
(
2022
)
2
,
pp. 335-371
Persistent link: https://www.econbiz.de/10013442033
Saved in:
2
Robust Identification of investor beliefs
Chen, Xiaohong
;
Hansen, Lars Peter
;
Hansen, Peter G.
-
2020
-
This draft: May 14, 2020
Persistent link: https://www.econbiz.de/10012320533
Saved in:
3
Asset
Pricing
under Smooth Ambiguity in Continuous Time
Hansen, Lars Peter
;
Miao, Jianjun
-
2022
We study
asset
pricing
implications of a revealing and tractable formulation of smooth ambiguity investor preferences …
Persistent link: https://www.econbiz.de/10013296636
Saved in:
4
Assessing Specification Errors in Stochastic Discount Factor Models
Hansen, Lars Peter
;
Jagannathan, Ravi
-
2021
In this paper we develop alternative ways to compare
asset
pricing
models when it is understood that their implied … in
asset
pricing
literature …
Persistent link: https://www.econbiz.de/10013225177
Saved in:
5
Macroeconomic uncertainty prices when beliefs are tenuous
Hansen, Lars Peter
;
Sargent, Thomas J.
- In:
Journal of econometrics
223
(
2021
)
1
,
pp. 222-250
Persistent link: https://www.econbiz.de/10012619969
Saved in:
6
Pricing uncertainty induced by climate change : editor's choice
Barnett, Michael N.
;
Brock, William A.
;
Hansen, Lars Peter
- In:
The review of financial studies
33
(
2020
)
3
,
pp. 1024-1066
Persistent link: https://www.econbiz.de/10012198054
Saved in:
7
Comment on: pseudo-true SDFs in conditional
asset
pricing
models
Hansen, Lars Peter
- In:
Journal of financial econometrics
18
(
2020
)
4
,
pp. 715-720
Persistent link: https://www.econbiz.de/10012405515
Saved in:
8
Rejoinder on: pseudo-true SDFs in conditional
asset
pricing
models
Antoine, Bertille
;
Proulx, Kevin
;
Renault, Eric
- In:
Journal of financial econometrics
18
(
2020
)
4
,
pp. 776-790
Persistent link: https://www.econbiz.de/10012405523
Saved in:
9
Twisted probabilities, uncertainty, and prices
Hansen, Lars Peter
;
Szőke, Bálint
;
Han, Lloyd S.
; …
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 151-174
Persistent link: https://www.econbiz.de/10012439662
Saved in:
10
Robust Identification of Investor Beliefs
Chen, Xiaohong
;
Hansen, Lars Peter
;
Hansen, Peter
-
2021
approach uses information embedded in forward-looking asset prices in conjunction with
asset
pricing
models. We step back from …
Persistent link: https://www.econbiz.de/10013310325
Saved in:
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