Robust-H-infinity Forecasting and Asset Pricing Anomalies
收藏NBER2000-06-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w7753
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资源简介：
We present an alternative expectation formation mechanism that helps rationalize well known asset pricing anomalies, such as the predictability of excess returns, excess volatility, and the equity-premium puzzle. As with rational expectations (RE), the expectation formation mechanism we consider is
提供机构：
美国国家经济研究局
创建时间：
2000-06-01
