NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

Ambiguity and Asset Markets

Larry G. Epstein, Martin Schneider

NBER Working Paper No. 16181
Issued in July 2010

---- Acknowledgements -----

Epstein acknowledges financial support from the National Science Foundation (award SES-0917740). We thank Lorenzo Garlappi, Tim Landvoigt, Jianjun Miao, Monika Piazzesi and Juliana Salomao for helpful comments. The views expressed herein are those of the authors and do not necessarily reflect the views of the National Bureau of Economic Research.

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