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Ambiguity, Risk, and Asset Returns in Continuous Time
Home
Publications
Ambiguity, Risk, and Asset Returns in Continuous Time
Ambiguity, Risk, and Asset Returns in Continuous Time
Zengjing Chen
Zengjing Chen
LE
Larry Epstein
Larry Epstein
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1 July 2002
journal article
Published by
The Econometric Society
in
Econometrica
Vol. 70
(4)
,
1403-1443
https://doi.org/10.1111/1468-0262.00337
Abstract
No abstract available
Keywords
AMBIGUITY
ASSET PRICING
BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS
RECURSIVE UTILITY
CONTINUOUS–TIME
Cited by 695 articles