2

Dynamic portfolio choice under ambiguity and regime switching mean returns

Year:
2011
Language:
english
File:
PDF, 416 KB
english, 2011
3

Ambiguity Aversion and Underdiversification

Year:
2016
Language:
english
File:
PDF, 365 KB
english, 2016
9

Ambiguity Aversion and Under-Diversification

Year:
2013
Language:
english
File:
PDF, 578 KB
english, 2013
10

Is there a risk-return trade-off? Evidences from Chinese stock markets

Year:
2008
Language:
english
File:
PDF, 536 KB
english, 2008
11

Ambiguity Aversion and Asset Prices in Production Economies

Year:
2014
Language:
english
File:
PDF, 398 KB
english, 2014
15

Time series analysis of income convergence in China

Year:
2010
Language:
english
File:
PDF, 116 KB
english, 2010
29

Does Smooth Ambiguity Matter for Asset Pricing?

Year:
2018
Language:
english
File:
PDF, 1.01 MB
english, 2018
35

Robust consumption and portfolio choice for time varying investment opportunities

Year:
2010
Language:
english
File:
PDF, 273 KB
english, 2010
38

Robust Consumption and Portfolio Choice for Time Varying Investment Opportunities

Year:
2010
Language:
english
File:
PDF, 252 KB
english, 2010
40

Does Smooth Ambiguity Matter for Asset Pricing?

Year:
2017
Language:
english
File:
PDF, 971 KB
english, 2017