Asset prices with locally constrained-entropy recursive multiple-priors utility

Journal of Economic Dynamics and Control

Volumn 32, Issue 11, 2008, Pages 3695-3717

  Sbuelz, Alessandro ^a   Trojani, Fabio ^b  

^a UNIVERSITY OF VERONA   (Italy)

^b UNIVERSITY OF ST GALLEN   (Switzerland)

Author keywords

Asset pricing; General equilibrium; Locally constrained entropy; Model misspecification; Recursive multiple priors utility

Indexed keywords

EID: 52949112634     PISSN: 01651889     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jedc.2008.03.002     Document Type: Article

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