Equilibrium Asset Pricing with Time-Varying Pessimism

A. Sbuelz; F. Trojani

Equilibrium Asset Pricing with Time-Varying Pessimism

A. Sbuelz, F. Trojani

Research output: Working paper › Discussion paper › Other research output

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Original language	English
Place of Publication	Tilburg
Publisher	Finance
Number of pages	44
Volume	2002-102
Publication status	Published - 2002

Publication series

Name	CentER Discussion Paper
Volume	2002-102

Keywords

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

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Cite this

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title = "Equilibrium Asset Pricing with Time-Varying Pessimism",

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",

publisher = "Finance",

type = "WorkingPaper",

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T1 - Equilibrium Asset Pricing with Time-Varying Pessimism

AU - Sbuelz, A.

AU - Trojani, F.

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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 -