Browsing FGV EPGE - Escola Brasileira de Economia e Finanças by Title "Three essays on macro-finance: robustness and portfolio theory"
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Three essays on macro-finance: robustness and portfolio theory
2017-07-28This doctoral thesis is composed of three chapters related to portfolio theory and model uncertainty. The first paper investigates how ambiguity averse agents explain the equity premium puzzle for a large group of countries ...


