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Internet Appendix for 'Ambiguity and Reality'
5 references·0 citing·26 second hopsampled
Internet Appendix for 'Ambiguity and Reality' (2013)Internet Appendix for 'Ambiguity and Real…Reconciling the Return Predictability Evidence (2007)Reconciling the Return Predic…Reconciling the Return Predictability Evidence (2006)Reconciling the Return Predic…Robust Portfolio Rules and Asset Pricing (2004)Robust Portfolio Rules and As…High Breakdown Point Conditional Dispersion Estimation with Application to S & P 500 Daily Returns Volatility (1998)High Breakdown Point Conditio…Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case (1969)Lifetime Portfolio Selection …Aspects of the Theory of Risk-Bearing. (1966)An Intertemporal Capital Asset Pricing Model (1973)LIFETIME PORTFOLIO SELECTION BY DYNAMIC STOCHASTIC PROGRAMMING (1975)Risk Aversion in the Small and in the Large (1976)Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average? (2007)Specification Tests in Econometrics (1978)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Learning and Asset Prices Under Ambiguous Information (2007)Robust estimates for GARCH models (2007)The role of outliers and oil price shocks on volatility of metal prices (2015)Risk, Ambiguity, and the Savage Axioms (1961)Optimum consumption and portfolio rules in a continuous-time model (1971)The equity premium: A puzzle (1985)Model Misspecification and Underdiversification (2003)Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach (2006)Uncertainty, Time‐Varying Fear, and Asset Prices (2013)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Variable Rare Disasters: An Exactly Solved Framework for Ten Puzzles in Macro-Finance (2008)Do Return Prediction Models Add Economic Value? (2011)The Econometrics of Financial Markets (2012)Nonlinearity and Flight to Safety in the Risk-Return Trade-Off for Stocks and Bonds (2015)Time-varying short-horizon predictability☆ (2010)Forecasting Stock Returns (2013)Market Expectations in the Cross‐Section of Present Values (2013)
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References

  • 1969Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case5,199 cited
  • 2004Robust Portfolio Rules and Asset Pricing784 cited
  • 2007Reconciling the Return Predictability Evidence701 cited
  • 1998High Breakdown Point Conditional Dispersion Estimation with Application to S & P 500 Daily Returns Volatility148 cited
  • 2006Reconciling the Return Predictability Evidence72 cited

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