Suchergebnisse

Dynamic portfolio choice under ambiguity and regime switching mean returns

In: Journal of economic dynamics & control, Band 35, Heft 4, S. 623-640

ISSN: 0165-1889

Wealth Dynamics and Asset Prices with Heterogeneous Beliefs under Smooth Ambiguity

Financial Uncertainty with Ambiguity and Learning

In: forthcoming, Management Science

Growth uncertainty, generalized disappointment aversion and production-based asset pricing

In: Journal of Monetary Economics, Band 69, S. 70-89

Seasonal Inventory Leverage

Financing Innovation under Ambiguity

Estimating and Testing Long-Run Risk Models: International Evidence

Optimal capital structure, ambiguity aversion, and leverage puzzles

In: Journal of economic dynamics & control, Band 129, S. 104176

ISSN: 0165-1889

Optimal Capital Structure, Ambiguity Aversion, and Leverage Puzzles

Bayesian Estimation of Long-Run Risk Models Using Sequential Monte Carlo

Does Smooth Ambiguity Matter for Asset Pricing?

In: FRB International Finance Discussion Paper No. 1221

Measuring Ambiguity Aversion

Facile synthesis of Pt nanoparticles loaded porous graphene towards oxygen reduction reaction

In: Materials and design, Band 96, S. 323-328

ISSN: 1873-4197