Hamza Polattimur

University of Hamburg

Allende-Platz 1

Hamburg, 20146

Germany

SCHOLARLY PAPERS

2

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86

SSRN CITATIONS

0

CROSSREF CITATIONS

1

Scholarly Papers (2)

1.

Risk Matters: Breaking Certainty Equivalence in Linear Approximations

Number of pages: 58 Posted: 18 May 2018 Last Revised: 29 Oct 2020
Juan Carlos Parra-Alvarez, Hamza Polattimur and Olaf Posch
Aarhus University - CREATES, University of Hamburg and Universit├Ąt Hamburg, Department of Economics
Downloads 74 (394,432)
Citation 1

Abstract:

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Certainty equivalence, Perturbation methods, Pricing errors

2.

Risk Matters: Breaking Certainty Equivalence

CESifo Working Paper No. 8250
Number of pages: 45 Posted: 05 May 2020
Juan Carlos Parra-Alvarez, Hamza Polattimur and Olaf Posch
affiliation not provided to SSRN, University of Hamburg and Universit├Ąt Hamburg, Department of Economics
Downloads 12 (700,618)

Abstract:

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certainty equivalence, perturbation methods, pricing errors