Ambiguous Information, Risk Aversion, and Asset Pricing
- 1 January 2009
- preprint
- Published by Elsevier in SSRN Electronic Journal
Abstract
No abstract availableKeywords
This publication has 24 references indexed in Scilit:
- Collective Risk Management in a Flight to Quality EpisodeThe Journal of Finance, 2008
- Ambiguity, Information Quality, and Asset PricingThe Journal of Finance, 2008
- Enhanced Fritz John Conditions for Convex ProgrammingSIAM Journal on Optimization, 2006
- Model Uncertainty, Limited Market Participation, and Asset PricesThe Review of Financial Studies, 2005
- Exotic Preferences for MacroeconomistsPublished by National Bureau of Economic Research ,2004
- Stock price volatility and equity premiumJournal of Monetary Economics, 2001
- Sharing Beliefs: Between Agreeing and DisagreeingEconometrica, 2000
- Intertemporal Asset Pricing under Knightian UncertaintyEconometrica, 1994
- Uncertainty Aversion, Risk Aversion, and the Optimal Choice of PortfolioEconometrica, 1992
- Risk, Ambiguity, and the Savage AxiomsThe Quarterly Journal of Economics, 1961