Model Uncertainty, the Spirit of Capitalism and Asset Pricing
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More about this item
Keywords
the Spirit of Capitalism; Robustness; the Equity Premium Puzzle; the Risk-free Rate Puzzle;All these keywords.
JEL classification:
- D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
NEP fields
This paper has been announced in the following NEP Reports:- NEP-UPT-2015-03-13 (Utility Models and Prospect Theory)
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