Open AccessAn Equilibrium Asset Pricing Model under the Dual Theory of the Smooth Ambiguity Model
Author(s) -
Hideo Iwaki
Publication year - 2018
Publication title -
journal of mathematical finance
Language(s) - English
Resource type - Journals
eISSN - 2162-2434
pISSN - 2162-2442
DOI - 10.4236/jmf.2018.82031
Subject(s) - capital asset pricing model , ambiguity , economics , comparative statics , uniqueness , dual (grammatical number) , mathematical economics , preference , consumption based capital asset pricing model , ambiguity aversion , asset (computer security) , arbitrage pricing theory , general equilibrium theory , econometrics , financial economics , microeconomics , mathematics , computer science , art , mathematical analysis , literature , computer security , programming language