Macroeconomic uncertainty prices when beliefs are tenuous
Year of publication: |
2021
|
---|---|
Authors: | Hansen, Lars Peter ; Sargent, Thomas J. |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 223.2021, 1, p. 222-250
|
Subject: | Asset prices | Model uncertainty | Relative and Chernoff entropy | Risk | Robustness | CAPM | Risiko | Entropie | Entropy | Entscheidung unter Risiko | Decision under risk | Kapitalmarkttheorie | Financial economics | Erwartungsbildung | Expectation formation | Anlageverhalten | Behavioural finance | Entscheidung unter Unsicherheit | Decision under uncertainty | Finanzmarktökonometrie | Financial econometrics | Portfolio-Management | Portfolio selection |
-
Macroeconomic Uncertainty Prices when Beliefs are Tenuous
Hansen, Lars Peter, (2019)
-
Macroeconomic Uncertainty Prices when Beliefs are Tenuous
Hansen, Lars Peter, (2019)
-
Macroeconomic Uncertainty Prices When Beliefs are Tenuous
Hansen, Lars Peter, (2021)
- More ...
-
Wanting Robustness in Macroeconomics
Hansen, Lars Peter,
-
 Time Inconsistency of Robust Control?
Hansen, Lars Peter,
-
Hansen, Lars Peter, (2012)
- More ...