Amanote Research

Amanote Research

    RegisterSign In

Ambiguity Aversion and Variance Premium

doi 10.29338/wp2018-14
Full Text
Open PDF
Abstract

Available in full text

Date

January 1, 2019

Authors
Zoe Xie
Publisher

Federal Reserve Bank of Atlanta


Related search

Ambiguity Aversion and Variance Premium

SSRN Electronic Journal
2012English

Are Ambiguity Aversion and Ambiguity Intolerance Identical? A Neuroeconomics Investigation

Frontiers in Psychology
Psychology
2015English

Downside Variance Risk Premium

Finance and Economics Discussion Series
2015English

Risk Premium, Variance Premium, and the Maturity Structure of Uncertainty

Review of Finance
AccountingEconomicsEconometricsFinance
2013English

World Equity Premium Based Risk Aversion Estimates

SSRN Electronic Journal
2010English

Myopic Loss-Aversion and the Equity Premium Puzzle

2011English

Ambiguity Aversion, Games Against Nature, and Dynamic Consistency

Games and Economic Behavior
EconomicsEconometricsFinance
2008English

Optimal Employee Ownership Contracts Under Ambiguity Aversion

Economic Inquiry
AccountingManagementEconomicsEconometricsBusiness
2017English

Life-Cycle Asset Allocation With Ambiguity Aversion and Learning

Journal of Financial and Quantitative Analysis
AccountingEconomicsEconometricsFinance
2018English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2025 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy