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Model Uncertainty Effect on Asset Prices

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  • Weidong Tian
  • Junya Jiang
  • Weidong Tian

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  • Weidong Tian & Junya Jiang & Weidong Tian, 2017. "Model Uncertainty Effect on Asset Prices," International Review of Finance, International Review of Finance Ltd., vol. 17(2), pages 205-233, June.
    • Handle: RePEc:bla:irvfin:v:17:y:2017:i:2:p:205-233
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    File URL: http://hdl.handle.net/10.1111/irfi.12118
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    Cited by:

    1. Lin, Qian & Sun, Xianming & Zhou, Chao, 2020. "Horizon-unbiased investment with ambiguity," Journal of Economic Dynamics and Control, Elsevier, vol. 114(C).

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