Equilibrium Asset Pricing with Time-Varying Pessimism

A. Sbuelz, F. Trojani

Research output: Working paperDiscussion paperOther research output

577 Downloads (Pure)
Original languageEnglish
Place of PublicationTilburg
PublisherFinance
Number of pages44
Volume2002-102
Publication statusPublished - 2002

Publication series

NameCentER Discussion Paper
Volume2002-102

Keywords

  • capital asset pricing
  • general equilibrium
  • uncertainty
  • financial risk
  • model misspecification
  • Knightian uncertainty
  • first order risk aversion

Cite this

Sbuelz, A., & Trojani, F. (2002). Equilibrium Asset Pricing with Time-Varying Pessimism. (CentER Discussion Paper; Vol. 2002-102). Tilburg: Finance.
Sbuelz, A. ; Trojani, F. / Equilibrium Asset Pricing with Time-Varying Pessimism. Tilburg : Finance, 2002. (CentER Discussion Paper).
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keywords = "capital asset pricing, general equilibrium, uncertainty, financial risk, model misspecification, Knightian uncertainty, first order risk aversion",
author = "A. Sbuelz and F. Trojani",
note = "Pagination: 44",
year = "2002",
language = "English",
volume = "2002-102",
series = "CentER Discussion Paper",
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Sbuelz, A & Trojani, F 2002 'Equilibrium Asset Pricing with Time-Varying Pessimism' CentER Discussion Paper, vol. 2002-102, Finance, Tilburg.

Equilibrium Asset Pricing with Time-Varying Pessimism. / Sbuelz, A.; Trojani, F.

Tilburg : Finance, 2002. (CentER Discussion Paper; Vol. 2002-102).

Research output: Working paperDiscussion paperOther research output

TY - UNPB

T1 - Equilibrium Asset Pricing with Time-Varying Pessimism

AU - Sbuelz, A.

AU - Trojani, F.

N1 - Pagination: 44

PY - 2002

Y1 - 2002

KW - capital asset pricing

KW - general equilibrium

KW - uncertainty

KW - financial risk

KW - model misspecification

KW - Knightian uncertainty

KW - first order risk aversion

M3 - Discussion paper

VL - 2002-102

T3 - CentER Discussion Paper

BT - Equilibrium Asset Pricing with Time-Varying Pessimism

PB - Finance

CY - Tilburg

ER -

Sbuelz A, Trojani F. Equilibrium Asset Pricing with Time-Varying Pessimism. Tilburg: Finance. 2002. (CentER Discussion Paper).