Capital Asset Pricing Under Ambiguity
Author:
Publisher
Elsevier BV
Reference47 articles.
1. Asset Pricing with Liquidity Risk;V V Acharya;The Journal of Financial Economics,2005
2. Growth to value: Option exercise and the cross section of equity returns;H Ai;Journal of Financial Economics,2012
3. Mental Accounting, Loss Aversion, and Individual Stock Returns;N Barberis;The Journal of Finance,2001
4. A Capital Asset Pricing Model with Time-Varying Covariances;T Bollerslev;Journal of Political Economy,1988
Cited by 8 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Risk, ambiguity, and the exercise of employee stock options;Journal of Financial Economics;2017-04
2. Patience Premium;SSRN Electronic Journal;2017
3. Decision making in phantom spaces;Economic Theory;2014-03-22
4. Risk, Ambiguity, and the Exercise of Employee Stock Options;SSRN Electronic Journal;2014
5. A Robust Capital Asset Pricing Model;SSRN Electronic Journal;2013
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