Intertemporal asset pricing under Knightian uncertainty
By: Larry G. Epstein, Tan Wang.
Contributors: Wang, Tan.; University of Toronto. Institute for Policy Analysis.
Series: Working paper series / Dept. of Economics and Institute for Policy Analysis, University of Toronto -- no. 9211; Working paper series (University of Toronto. Institute for Policy Analysis) -- no. 9211
Publisher: Dept. of Economics and Institute for Policy Analysis, University of Toronto
Published: 1992
Place of publication: Toronto
Language: eng
Number of pages: 56
Subjects: Capital assets pricing model.; Utility theory -- Mathematical models.
Notes: Includes bibliographical references (p. 53-56).