Michael Johannes

The Asset Pricing Implications of Priced Structural Parameter Uncertainty

Coauthor(s): Lars Lochstoer.
Source: Working Paper
Exact Citation:
Johannes, Michael, Lars Lochstoer, and Pierre Collin-Dufresne. "The Asset Pricing Implications of Priced Structural Parameter Uncertainty." Working Paper, Columbia Business School, April 2011.
Date: 4 2011