Volatility Ambiguity, Portfolio Choice and Asset Pricing

SSRN Electronic Journal ◽

10.2139/ssrn.3282880 ◽

2018 ◽

Author(s):

Yu Liu ◽

Hao Wang ◽

Tan Wang ◽

Lihong Zhang

Keyword(s):

Asset Pricing ◽

Portfolio Choice

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Asset Pricing and Optimal Portfolio Choice in the Presence of Illiquid Durable Consumption Goods

10.3386/w2369 ◽

1987 ◽

Cited By ~ 3

Author(s):

Sanford Grossman ◽

Guy Laroque

Keyword(s):

Asset Pricing ◽

Portfolio Choice ◽

Optimal Portfolio ◽

Durable Consumption ◽

Consumption Goods

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Ambiguity in Asset Pricing and Portfolio Choice: A Review of the Literature

SSRN Electronic Journal ◽

10.2139/ssrn.1673494 ◽

2010 ◽

Author(s):

Massimo Guidolin ◽

Francesca Rinaldi

Keyword(s):

Asset Pricing ◽

Portfolio Choice ◽

Review Of The Literature

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Equilibrium Asset Pricing and Portfolio Choice with Heterogeneous Preferences

SSRN Electronic Journal ◽

10.2139/ssrn.1484678 ◽

2009 ◽

Cited By ~ 3

Author(s):

Jaksa Cvitanic ◽

Semyon Malamud

Keyword(s):

Asset Pricing ◽

Portfolio Choice ◽

Heterogeneous Preferences ◽

Equilibrium Asset Pricing

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Dynamic portfolio choice and asset pricing with differential information

Journal of Economic Dynamics and Control ◽

10.1016/s0165-1889(97)00099-7 ◽

1998 ◽

Vol 22 (7) ◽

pp. 1027-1051 ◽

Cited By ~ 24

Author(s):

Chunsheng Zhou

Keyword(s):

Asset Pricing ◽

Portfolio Choice ◽

Differential Information ◽

Dynamic Portfolio ◽

Dynamic Portfolio Choice

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Asset Pricing and Consumption-Portfolio Choice with Recursive Utility and Unspanned Risk

SSRN Electronic Journal ◽

10.2139/ssrn.2444747 ◽

2014 ◽

Cited By ~ 3

Author(s):

Holger Kraft ◽

Thomas Seiferling ◽

Frank Thomas Seifried

Keyword(s):

Asset Pricing ◽

Portfolio Choice ◽

Recursive Utility

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Asset Pricing and Optimal Portfolio Choice in the Presence of Illiquid Durable Consumption Goods

Econometrica ◽

10.2307/2938333 ◽

1990 ◽

Vol 58 (1) ◽

pp. 25 ◽

Cited By ~ 322

Author(s):

Sanford J. Grossman ◽

Guy Laroque

Keyword(s):

Asset Pricing ◽

Portfolio Choice ◽

Optimal Portfolio ◽

Durable Consumption ◽

Consumption Goods

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Dynamic Portfolio Choice and Asset Pricing with Narrow Framing and Probability Weighting

SSRN Electronic Journal ◽

10.2139/ssrn.1413087 ◽

2012 ◽

Cited By ~ 1

Author(s):

Enrico G. De Giorgi ◽

Shane Legg

Keyword(s):

Asset Pricing ◽

Portfolio Choice ◽

Probability Weighting ◽

Narrow Framing ◽

Dynamic Portfolio ◽

Dynamic Portfolio Choice

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Return Ambiguity, Portfolio Choice, and Asset Pricing

SSRN Electronic Journal ◽

10.2139/ssrn.3076606 ◽

2017 ◽

Author(s):

Yu Liu ◽

Hao Wang ◽

Lihong Zhang

Keyword(s):

Asset Pricing ◽

Portfolio Choice

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Portfolio Choice and Asset Pricing with Investor Entry and Exit

SSRN Electronic Journal ◽

10.2139/ssrn.2972173 ◽

2017 ◽

Cited By ~ 4

Author(s):

Yosef Bonaparte ◽

George M. Korniotis ◽

Alok Kumar

Keyword(s):

Asset Pricing ◽

Portfolio Choice ◽

Entry And Exit

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Asset Pricing Model Uncertainty and Portfolio Choice

Finance Research Letters ◽

10.1016/j.frl.2021.102144 ◽

2021 ◽

pp. 102144

Author(s):

Ignacio Carrasco ◽

Erwin Hansen

Keyword(s):

Asset Pricing ◽

Portfolio Choice ◽

Model Uncertainty ◽

Pricing Model ◽

Asset Pricing Model

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