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Ambiguity, asset prices, and excess volatility in a pure-exchange economy.
- Source :
-
Quantitative Finance . Mar2014, Vol. 14 Issue 3, p393-399. 7p. - Publication Year :
- 2014
-
Abstract
- The article presents a study that investigates the impact of ambiguity aversions in asset pricing of two-person and pure-exchange economy through the adoption of equilibrium general setting in the U.S. The continuous-time and pure-exchange competitive economy are mentioned. Moreover, ways on how to do financial analysis for uncertainty and ambiguity models are also stated.
- Subjects :
- *PRICING
*CORPORATE finance
*EQUILIBRIUM
*AMBIGUITY
Subjects
Details
- Language :
- English
- ISSN :
- 14697688
- Volume :
- 14
- Issue :
- 3
- Database :
- Academic Search Index
- Journal :
- Quantitative Finance
- Publication Type :
- Academic Journal
- Accession number :
- 94242679
- Full Text :
- https://doi.org/10.1080/14697688.2013.822536