Replication Code for: Horizon-Dependent Risk Aversion and the Timing and Pricing of Uncertainty

Name: Replication Code for: Horizon-Dependent Risk Aversion and the Timing and Pricing of Uncertainty
Creator: University of Oxford; Federal Reserve Bank of New York; University of Southern California
Published: 2024-01-01T00:00:00+08:00

Harvard Dataverse2024-06-10 更新2026-04-09 收录

资产定价模型

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数据链接：

https://dataverse.harvard.edu/citation?persistentId=doi:10.7910/DVN/2M4HYB 数据链接链接失效反馈

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资源简介：

This replication package provides Stata and Matlab code for "Horizon-Dependent Risk Aversion and the Timing and Pricing of Uncertainty."

提供机构：

University of Oxford; Federal Reserve Bank of New York; University of Southern California

创建时间：

2024-01-01

Replication Code for: Horizon-Dependent Risk Aversion and the Timing and Pricing of Uncertainty

资源简介：

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