The Pricing Kernel under Proportional Ambiguity

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Location: Deutsche Nationalbibliothek Frankfurt am Main

Extent: Online-Ressource

Language: Englisch

Bibliographic citation: Center for Mathematical Economics Working Papers ; 700

Classification: Wirtschaft

Event: Veröffentlichung

(where): Bielefeld

(who): Universitätsbibliothek Bielefeld

(when): 2025

Creator: Spengemann, Marco

URN: urn:nbn:de:0070-pub-30006309

Rights: Der Zugriff auf das Objekt ist unbeschränkt möglich.

Last update: 15.08.2025, 7:21 AM CEST

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Spengemann, Marco
Universitätsbibliothek Bielefeld

Time of origin

2025

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The Pricing Kernel under Proportional Ambiguity

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Other Objects (12)

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Pricing kernel modeling

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Correction to: Asset pricing under smooth ambiguity in continuous time

Separating the effects of beliefs and attitudes on pricing under ambiguity

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Fundamental Theorem of Asset Pricing under fixed and proportional transaction costs

Pricing ambiguity in catastrophe risk insurance

Unanimity under Ambiguity

Estimation under ambiguity

Asset pricing under ambiguity

Pricing under asymmetry and ambiguity

Asset pricing under smooth ambiguity in continuous time

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Pricing Kernel Modeling

Correction to: Asset pricing under smooth ambiguity in continuous time

Separating the effects of beliefs and attitudes on pricing under ambiguity

Separating the effects of beliefs and attitudes on pricing under ambiguity

Fundamental Theorem of Asset Pricing under fixed and proportional transaction costs

Pricing ambiguity in catastrophe risk insurance

Unanimity under Ambiguity

Estimation under ambiguity

Asset pricing under ambiguity

Pricing under asymmetry and ambiguity

Asset pricing under smooth ambiguity in continuous time

Pricing kernel modeling

Pricing Kernel Modeling

Correction to: Asset pricing under smooth ambiguity in continuous time

Separating the effects of beliefs and attitudes on pricing under ambiguity

Separating the effects of beliefs and attitudes on pricing under ambiguity

Fundamental Theorem of Asset Pricing under fixed and proportional transaction costs

Pricing ambiguity in catastrophe risk insurance

Unanimity under Ambiguity

Estimation under ambiguity

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