Lloyd S. Han

University of Chicago

1101 East 58th Street

Chicago, IL 60637

United States

  • University of Chicago

SCHOLARLY PAPERS

2

DOWNLOADS

175

SSRN CITATIONS

5

CROSSREF CITATIONS

2

Scholarly Papers (2)

Actions:
Email selected abstracts
1.

Twisted Probabilities, Uncertainty, and Prices

University of Chicago, Becker Friedman Institute for Economics Working Paper No. 2019-02
Number of pages: 55 Posted: 15 Jan 2019
Lars Peter Hansen, Balint Szoke, Lloyd S. Han and Thomas J. Sargent
University of Chicago - Department of Economics, Board of Governors of the Federal Reserve System, University of Chicago and New York University (NYU) - Department of Economics, Leonard N. Stern School of Business
Downloads 120 (382,406)
Citation 7

Abstract:

Loading...

Risk, uncertainty, relative entropy, robustness, asset prices, exponential quadratic stochastic discount factor

2.

Dynamics of Macroeconomic Forecasting Variation and Correlation Structure in the Business Cycle

Number of pages: 57 Posted: 07 Feb 2020
Lloyd S. Han
University of Chicago
Downloads 55 (609,105)

Abstract:

Loading...

Higher order beliefs, Distribution of signals, Macroeconomic forecast error, Robustness