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JEL: C6 - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling
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Journal Article

Volatility Risk Pass-Through Get access

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Riccardo Colacito and others
The Review of Financial Studies, Volume 35, Issue 5, May 2022, Pages 2345–2385, https://doi.org/10.1093/rfs/hhab096
Published: 07 September 2021
Journal Article

Ambiguity, Volatility, and Credit Risk Get access

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Patrick Augustin and Yehuda Izhakian
The Review of Financial Studies, Volume 33, Issue 4, April 2020, Pages 1618–1672, https://doi.org/10.1093/rfs/hhz082
Published: 29 July 2019
Journal Article

Does Smooth Ambiguity Matter for Asset Pricing? Get access

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A Ronald Gallant and others
The Review of Financial Studies, Volume 32, Issue 9, September 2019, Pages 3617–3666, https://doi.org/10.1093/rfs/hhy118
Published: 19 November 2018
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Estimating and Testing Dynamic Corporate Finance Models Get access

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Santiago Bazdresch and others
The Review of Financial Studies, Volume 31, Issue 1, January 2018, Pages 322–361, https://doi.org/10.1093/rfs/hhx080
Published: 14 July 2017
Journal Article

Dynamic Mean-Variance Asset Allocation Get access

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Suleyman Basak and Georgy Chabakauri
The Review of Financial Studies, Volume 23, Issue 8, August 2010, Pages 2970–3016, https://doi.org/10.1093/rfs/hhq028
Published: 18 May 2010