Open AccessGeneralized Robustness and Dynamic Pessimism
Author(s) -
Pascal J. Maenhout,
Andrea Vedolin,
Hao Xing
Publication year - 2020
Language(s) - English
Resource type - Reports
DOI - 10.3386/w26970
Subject(s) - equity premium puzzle , pessimism , economics , econometrics , capital asset pricing model , volatility (finance) , portfolio , risk premium , robustness (evolution) , proxy (statistics) , salient , financial economics , mathematics , computer science , statistics , philosophy , biochemistry , epistemology , artificial intelligence , gene , chemistry