Ambiguity and the Historical Equity PremiumSujoy Mukerji, Fabrice Collard, Kevin Keith Sheppard, Jean‐Marc Tallon2011-01-01preprintSSRN Electronic Journal41 citationsgreenNo readable copy stored yet — this record is metadata only.Financial Markets and Investment StrategiesStochastic processes and financial applicationsEconomic theories and modelsAbstractNo abstract was published for this record.Citations in this libraryStored only when both papers are in the corpus — 41 citations exist upstream.References1921Risk, Uncertainty and Profit1961Risk, Ambiguity, and the Savage Axioms1985The equity premium: A puzzle1999By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior1978Asset Prices in an Exchange Economy2000Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles1989Maxmin expected utility with non-unique prior1988The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors