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volatility, volatility of volatility, VIX, VVIX, options
volatility of volatility, hedging errors, risk premiums
variance risk premium, semivariance, semimoment, derivatives
Preference for early resolution of uncertainty, implied volatility, cross-section of expected stock returns, asset pricing
Asset pricing, cross-section of stock returns, predictability
Consumption, intertemporal substitution, literature review
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Consumption, Intertemporal substitution, literature review
Ambiguity, ambiguous volatility, asset pricing, long-run risks
Asset Pricing, Correlation, Financial Economics, Options, Risk Premium, Stock Market Forecasting
Asset Pricing, Epstein-Zin utility, Lucas Orchard, Learning, Information Quality
Ambiguity aversion, asset pricing, long-run risks
asset pricing, consumption, cross-section of stock returns, utility functions
Asset pricing, cross-section of expected returns, GMM, factor zoo
ambiguity aversion, asset pricing, cross-section of returns
