Equilibrium Asset Pricing with Time-Varying Pessimism

A. Sbuelz and Fabio Trojani ()
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A. Sbuelz: Tilburg University, Center For Economic Research

No 2002-102, Discussion Paper from Tilburg University, Center for Economic Research

Keywords: capital asset pricing; general equilibrium; uncertainty; financial risk; model misspecification; Knightian uncertainty; first order risk aversion (search for similar items in EconPapers)
Date: 2002
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