Investment Model Uncertainty and Fair Pricing
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More about this item
Keywordscapital market line; security market line; beta; investments; decision-making; Knightian uncertainty; robustness; information-gap; Galton's Error; real option value;
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- C20 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - General
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2008-05-31 (All new papers)
- NEP-CFN-2008-05-31 (Corporate Finance)
- NEP-RMG-2008-05-31 (Risk Management)
- NEP-UPT-2008-05-31 (Utility Models & Prospect Theory)
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