Ambiguity, Learning, and Asset Returns

Econometrica

Volumn 80, Issue 2, 2012, Pages 559-591

  Ju, Nengjiu ^a,b   Miao, Jianjun ^c,d  

^a HONG KONG UNIVERSITY OF SCIENCE AND TECHNOLOGY   (Hong Kong)

^b SHANGHAI JIAO TONG UNIVERSITY   (China)

^c USA   (United States)

^d ZHEJIANG UNIVERSITY   (China)

Author keywords

Ambiguity aversion; Asset pricing puzzles; Learning; Model uncertainty; Pessimism; Regime switching; Robustness

Indexed keywords

EID: 84858603276     PISSN: 00129682     EISSN: 14680262     Source Type: Journal    
DOI: 10.3982/ECTA7618     Document Type: Article

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