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https://fnce.wharton.upenn.edu/profile/941/cvCachedSimilarAsset Pricing, Ambiguity Aversion, Portfolio Choice, and Derivative Securities . .
https://wpweb2.tepper.cmu.edu/. /2014_PA_823376_202637_523147.pdfCachedmodel where an ambiguity-averse agent applies a discount rate that is adjusted
www.imperial.ac.uk/workspace/. /Empirical%20AP_syllabus.htmCachedSimilarLecture 6: Term Structure Modeling . . Porchia, P., and F. Trojani, 2009,
ideas.repec.org/a/oup/rfinst/v22y2009i10p4157-4188.htmlCachedThis paper studies the term structure implications of a simple structural model in
www.college-de-france.fr/. /UPL1690030063691677568_GOLIER.pdfCachedApr 26, 2010 . yield a term structure of the discount rate that tends to minus infinity . .. It is easy
https://www0.gsb.columbia.edu/mygsb/. /inflation_ambiguity.pdfCachedutility and low ambiguity aversion. The same model without ambiguity aversion
www.fep.up.pt/docentes/joao/material/research/uncertaintyprice.pdfCachedSimilarand Schwartz (1979) used it to model the term structure of interest rates. . That is
arno.uvt.nl/show.cgi?fid=115267Similar1 Life-Cycle Asset Allocation with Ambiguity Aversion and Learning. 1 . ..
https://sites.google.com/site/haozhouspersonalhomepageAmbiguity Aversion and Variance Premium (with Jianjun Miao and Bin Wei),
didattica.unibocconi.it/gfile/dwload.php?pagina. CachedSimilarterest Rate Parity Towards the Identification of the Dynamics of Exchange Rates
www.idei.fr/. /GollierSociallyefficientdiscountingunderambiguityaversion. pdfCachedSimilarSocially efficient discounting under ambiguity aversion. Johannes . The theory
web.econ.ku.dk/fru/. /Leippold_learningambiguity_rev_short.pdfCachedSimilarsumption about the beliefs that define the learning dynamics. Therefore, to .
https://www.aeaweb.org/aea/2012conference/. /retrieve.php?pdfid. CachedSimilarNov 18, 2011 . . decreasing fees over time. Two ways to include ambiguity aversion in the
The measure of ambiguity aversion is similar . decrease in confidence in the
www.chicagofed.org/. /ilut_nwmacro_ambpricing_bis_0317.pdfCachedWe model ambiguity aversion by recursive multiple priors utility. When agents .
pages.stern.nyu.edu/. / KleshchelskiVincent%20robust%20term%20structure%20Nov%200. CachedSimilarof reconciling the shape of the term structure of interest rates with the . model
www.swissfinanceinstitute.ch/faculty. /academic_publications.htmCachedSimilarStructured Debt Ratings:Evidence on Conflicts of Interest, M. Efing and H. Hau, . .
www.ims.nus.edu.sg/Programs/financialm09/files/christian_wk2.pdfCachedDec 7, 2009 . . its level and its shape, adding smooth ambiguity aversion into the picture. .
scholar.google.com/citations?user=2AIrFJ4AAAAJ&hl=srCachedFull Professor of Statistics, University of Lugano, and SFI Senior Chair - usi.chLearning and asset prices under ambiguous information. M Leippold, F Trojani, .
www.nyfedeconomists.org/research/. /ambiguity_shifts.pdfCachedApr 16, 2012 . Keywords: Ambiguity aversion, credit risk, financial crisis. $This paper is based
sfm.finance.nsysu.edu.tw/pdf/pastawardpapers/2012-03.pdfCachedambiguity model is applied to a contingent claim-based capital structure
books.google.com/. /Ambiguity_Aversion_and_the_Term_Structur.html?id . books.google.comhttp://books.google.com/books/about/
www.ifd.dauphine.fr/fileadmin/. /IFD/. /Tallon__Slide.pdfCachedThe ambiguity averse decision maker takes into account subjective uncertainty
whynotinvest.wordpress.com/CachedMar 25, 2014 . Where r is still the to interest rate and y is the dividend yield. . .. they will be
www.economicdynamics.org/News221.htmCachedSimilarHis research interests lie in Financial and Monetary Economics. . .. Ambiguity
www.fin.ntu.edu.tw/~conference/. /files/A13_full_paper.pdfCachedSimilarfind ambiguity aversion makes lenders hold a most pessimistic belief about the
www.cnb.cz/en/research/research. /cnb. /cnbwp_2007_13.pdfCachedSimilarof interest rate spreads, while the typical calculator is based on the level of the .
blog.iese.edu/vergara/files/2013/03/Vergara-2013.pdfCachedSimilarKeywords: term structure of interest rates, real investments, investment horizon . .
www.infonet-economy.ch/publications/en/notice/ressource/2770CachedContinuous-time asset pricing with ambiguity aversion . equilibrium asset
excen.gsu.edu/fur2012/abstracts.htmlCachedSimilarDisentangle Ambiguity Aversion and Probabilistic Risk Aversion in the Lab . .
research.stlouisfed.org/wp/2010/2010-028.pdfRelated papers have shown that in general terms, aversion to ambiguity . .
www.unc.edu/~garciadi/asyinfo/ambiguity.pdfCachedUncertainty, Information Acquisition and Price Swings in Asset . The literature on
econ.duke.edu/~cli2/index_files/uip_ilut.pdfCachedSimilarKeywords: uncovered interest rate parity, carry trade, ambiguity aversion . terest
www.webmeets.com/files/papers/LACEA. /2009/. /CreditAmb5.pdfCachedApr 14, 2009 . framework to address the equity premium and the interest rate . We begin by
www.kellogg.northwestern.edu/faculty/skiadas/. /ambiguity.pdfCachedThe distinction between risk and uncertainty or ambiguity (terms we use as
www.iies.su.se/polopoly_fs/1.57425.1321520791!/091006.pdfCachedJun 3, 2009 . ambiguity aversion affects the interest rate in two ways. The first . . tainty affecting
www.unibocconi.eu/. /40225-ASSET+PRICING-Trojani-2013-14.pdf?. CachedAmbiguity Aversion and the Term Structure of. Interest Rates, Review of Financial
www.efa2009.org/papers/SSRN-id1106235.pdfCachedUncertainty Aversion and the Term Structure of Interest. Rates. Frode Brevik∗.
https://www.ucl.ac.uk/economics/non-seminar/. /schneider.pdfCachedSimilarWe model ambiguity aversion by recursive multiple priors utility. When agents .
www.nccr-finrisk.uzh.ch/media/pdf/wp/WP249_A3.pdfCachedAlthough there is evidence that to some extent, ambiguity aversion can explain
jgierlinger.files.wordpress.com/2012/01/jgcg-seduaa-122211.pdfCachedSimilarJan 3, 2012 . We provide sufficient conditions under which ambiguity aversion decreases the
www.frbsf.org/economic-research/publications/. /wp2014-16.pdfCachedMay 16, 2014 . ambiguity aversion in that they also study agents who focus on a single . . Finally
coin.wne.uw.edu.pl/wiem/bpp/lopez.pdfCachedSimilarDec 31, 2012 . option markets and about the term structure of interest rates to infer the cost .
doc.rero.ch/record/17167/CachedThe ambiguity premium can be large even in the simplest log-utility setting and is
faculty.chicagobooth.edu/workshops/. /past/. /andreaburaschi.pdfCachedSimilarterm interest rates, bond return predictability, yield curve forecasting factors, .
rfs.oxfordjournals.org/content/22/1/local/back-matter.pdfForthcoming Articles. Ambiguity Aversion and the Term Structure of Interest Rates
scholar.google.ch/citations?user=2AIrFJ4AAAAJ&hl=itCachedFull Professor of Statistics, University of Lugano, and SFI Senior Chair - usi.chLearning and asset prices under ambiguous information. M Leippold, F Trojani, .
ssrn.com/abstract=1005082Aug 9, 2007 . This paper studies the term structure implications of a simple structural economy
www.econbiz.de/. /50462_ambiguity_aversion_term-structures.pdfCachedof the impact of ambiguity aversion on popular term structure factor models, both
www.ccfr.org.cn/cicf2012/papers/20120131225329.pdfCachedJan 14, 2012 . ambiguity aversion on the features of corporate financing. . study the implication
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