A Factor Pricing Model under Ambiguity:A Multi-Period Framework

Katsutoshi Wakai

Discussion papers from Graduate School of Economics , Kyoto University

Abstract: This paper is a multi-period extension of the factor pricing model under ambiguity as developed by Wakai (2018).

Keywords: Ambiguity aversion; asset pricing; factor pricing (search for similar items in EconPapers)
JEL-codes: D81 G11 G12 (search for similar items in EconPapers)
Pages: 17
Date: 2023-03
New Economics Papers: this item is included in nep-des and nep-upt
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Persistent link: https://EconPapers.repec.org/RePEc:kue:epaper:e-22-012

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