Lloyd S. Han

University of Chicago

1101 East 58th Street

Chicago, IL 60637

United States

SCHOLARLY PAPERS

2

DOWNLOADS

85

SSRN CITATIONS

1

CROSSREF CITATIONS

2

Scholarly Papers (2)

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
University of Chicago - Department of Economics, NYU, University of Chicago and New York University (NYU) - Department of Economics, Leonard N. Stern School of Business
Downloads 72 (349,901)
Citation 4

Abstract:

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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 13 (607,748)

Abstract:

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