Arbeitspapier

Asset pricing under rational learning about rare disasters

Sprache
Englisch
ISBN
urn:nbn:de:hebis:30-115309

Erschienen in


Series: IMFS Working Paper Series; No. 46

Bezug (was)
Wirtschaft
Search; Learning; Information and Knowledge; Communication; Belief; Unawareness
Portfolio Choice; Investment Decisions
Bayesian Analysis: General
Micro-Based Behavioral Economics: Role and Effects of Psychological, Emotional, Social, and Cognitive Factors on Decision Making‡
Macroeconomics: Consumption; Saving; Wealth
Criteria for Decision-Making under Risk and Uncertainty
Optimization Techniques; Programming Models; Dynamic Analysis
beliefs
Bayesian learning
controlled diffusions and jump processes
learning about jumps
adaptive learning
rational learning

Beteiligte Personen und Organisationen
Koulovatianos, Christos
Wieland, Volker
Frankfurt am Main: Institute for Monetary and Financial Stability, Goethe University Frankfurt am Main
Erschienen
Frankfurt am Main: Institute for Monetary and Financial Stability, Goethe University Frankfurt am Main

Rechteinformation
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft
Letzte Aktualisierung
18.10.2021, 08:57 MESZ

Objekttyp


  • Arbeitspapier

Beteiligte


  • Koulovatianos, Christos
  • Wieland, Volker
  • Frankfurt am Main: Institute for Monetary and Financial Stability, Goethe University Frankfurt am Main

Entstanden


  • Frankfurt am Main: Institute for Monetary and Financial Stability, Goethe University Frankfurt am Main

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