Uncertainty and Leveraged Lucas Trees:The Cross Section of Equilibrium Volatility Risk Premia

• Series
  TI Finance Research Seminars
• Speaker
  Andrea Vedolin (Università della Svizzera Italiana (Lugano)
• Field
  Finance

• Location
  Amsterdam TI Finance Research Seminars
  Amsterdam
• Date and time

  December 09, 2009
  00:00