Jun He
Post
Research
Note
Data
Bergen
🌞
Tan Wang
← Papers reviewed on this blog
[2007 RFS]
当你不再相信自己估出来的那个均值
Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach
Jun 2026
[2005 RFS]
罕见,所以可怕:把「算不准的概率」写进期权的微笑里
An Equilibrium Model of Rare-Event Premia and Its Implication for Option Smirks
Jun 2026
[2005 RFS]
算不准均值的那群人,悄悄退出了股市——一个把「有限参与」内生出来的模型
Model Uncertainty, Limited Market Participation, and Asset Prices
Jun 2026