Market Ambiguity Attitude and the Risk-Return Tradeoff
The research shows that the link between the conditional equity premium and market volatility is influenced by the agent's ambiguity attitude, and market volatility doesn't significantly forecast returns.
Featured in No. 9 on 26 Jul 2023 · 6 days after release · 0 citations today
- Released
- 20 Jul 2023
- First featured
- No. 9 · 26 Jul 2023
- Citations (Semantic Scholar)
- 0
- Influential citations
- 0
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 4
- Identifier
- SSRN 4516515
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