Three essays on macro-finance: robustness and portfolio theory

Three essays on macro-finance: robustness and portfolio theory

Submitted by Pedro Guimarães (pedroengel@hotmail.com) on 2017-12-28T19:42:52Z No. of bitstreams: 1 Tese.pdf: 917520 bytes, checksum: cfa05ebb1d37a4a617f387942ee05a15 (MD5) === Approved for entry into archive by GILSON ROCHA MIRANDA (gilson.miranda@fgv.br) on 2018-01-15T18:46:52Z (GMT) No. of bitst...

Full description

Bibliographic Details
Main Author: Guimarães, Pedro Henrique Engel
Other Authors: Costa, Carlos Eugênio da
Language:English
Published: 2018
Subjects:
Risk aversion
Model uncertainty
Equity premium puzzle
Detection error probability
Costs of model uncertainty
Advanced economies
Emerging market
Finanças
Investimentos
Risco (Economia)
Mercado financeiro
Online Access:http://hdl.handle.net/10438/19926

Internet

http://hdl.handle.net/10438/19926

Similar Items