Market prices of risk with diverse beliefs, learning, and catastrophes

Timothy Cogley, Thomas Sargent, Viktor Tsyrennikov

    Research output: Contribution to journalArticle

    Original languageEnglish (US)
    Pages (from-to)141-146
    Number of pages6
    JournalAmerican Economic Review
    Volume102
    Issue number3
    DOIs
    StatePublished - 2012

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    Market price of risk
    Catastrophe

    ASJC Scopus subject areas

    • Economics and Econometrics

    Cite this

    Market prices of risk with diverse beliefs, learning, and catastrophes. / Cogley, Timothy; Sargent, Thomas; Tsyrennikov, Viktor.

    In: American Economic Review, Vol. 102, No. 3, 2012, p. 141-146.

    Research output: Contribution to journalArticle

    Cogley, Timothy ; Sargent, Thomas ; Tsyrennikov, Viktor. / Market prices of risk with diverse beliefs, learning, and catastrophes. In: American Economic Review. 2012 ; Vol. 102, No. 3. pp. 141-146.
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