Equilibrium Asset Pricing with Time-Varying Pessimism

A. Sbuelz, F. Trojani

Research output: Working paperDiscussion paperOther research output

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

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