Learning, slowly unfolding disasters, and asset prices
Year of publication: |
2022
|
---|---|
Authors: | Ghaderi, Mohammad ; Kilic, Mete ; Seo, Sang Byung |
Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 143.2022, 1, p. 527-549
|
Subject: | Bayesian learning | Economic disasters | Market crises | Put-protected portfolios | VIX | Theorie | Theory | Lernprozess | Learning process | Katastrophe | Disaster | Portfolio-Management | Portfolio selection | Finanzkrise | Financial crisis | CAPM | Börsenkurs | Share price | Risikoprämie | Risk premium | Volatilität | Volatility | Kapitaleinkommen | Capital income |
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