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Ambiguity, Learning, and Asset Returns

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References

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1988Permanent and Temporary Components of Stock Prices3,036 cited

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1988Stock Prices, Earnings, and Expected Dividends2,457 cited

Cited by

2011Liquidity and asset prices in rational expectations equilibrium with ambiguous information104 cited
2012Parameter Learning in General Equilibrium: The Asset Pricing Implications86 cited
2012Asset Pricing and Ambiguity: Empirical Evidence65 cited
2012Reaction to Public Information in Markets: How much does Ambiguity Matter?51 cited
2009Learning, ambiguity and life-cycle portfolio allocation50 cited
2013X-CAPM: An Extrapolative Capital Asset Pricing Model50 cited
2010Ambiguity in Asset Pricing and Portfolio Choice: A Review of the Literature49 cited
2009Dynamic Asset Allocation with Ambiguous Return Predictability43 cited
2011Ambiguity and the Historical Equity Premium41 cited
2010Temporal Resolution of Uncertainty and Recursive Models of Ambiguity Aversion9 cited
2010A more robust definition of multiple priors8 cited
2012Willingness to Wait Under Risk and Ambiguity6 cited
2014Consumption of Durable Goods under Ambiguity2 cited
2011Shadow Probability Theory for Asset Pricing under Ambiguity0 cited
2015The Comparative Statics of Ambiguity Aversion on Precautionary Paying for Stochastic Improvements0 cited
2015A Continuous-Time Asset Pricing Model with Smooth Ambiguity Preferences0 cited