Kent Osband

Independent

SCHOLARLY PAPERS

14

DOWNLOADS

385

SSRN CITATIONS

5

CROSSREF CITATIONS

5

Scholarly Papers (14)

1.

Where Do Equity Risk Premia Come From?

Number of pages: 15 Posted: 07 Jul 2020 Last Revised: 10 Nov 2020
Kent Osband
Independent
Downloads 47 (506,073)

Abstract:

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risk premium, equity pricing, expected utility, constant relative risk aversion, intertemporal elasticity of substitution, disaster risks, Kelly criterion, fractional Kelly

2.

Rational Myopia in Credit Markets

Number of pages: 22 Posted: 22 Jul 2020
Kent Osband
Independent
Downloads 37 (553,841)
Citation 2

Abstract:

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bond market, credit spreads, corporate default, sovereign debt default, irrational exuberance, uncertainty, anticipation

3.

Rational Roots of Volatile Excess Volatility

Number of pages: 14 Posted: 07 Jul 2020 Last Revised: 16 Oct 2020
Kent Osband
Independent
Downloads 35 (564,413)
Citation 4

Abstract:

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equity pricing, excess volatility, GARCH behavior, irrational exuberance, rational learning, disaster risks, doubt

4.

Can Kelly Gambling Explain Equity Risk Premia?

Number of pages: 19 Posted: 07 Jul 2020 Last Revised: 24 Dec 2020
Kent Osband
Independent
Downloads 33 (575,204)

Abstract:

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risk premium, equity pricing, expected utility, constant relative risk aversion, disaster risks, Kelly criterion, fractional Kelly

5.

Heterogeneous Learning in Capital Markets

Number of pages: 17 Posted: 16 Jun 2020 Last Revised: 03 Nov 2020
Kent Osband
Independent
Downloads 33 (575,204)
Citation 2

Abstract:

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capital markets, trading, heterogeneity, disaster risks, doubt, learning, rationality

6.

Rationally Uncertain Expectations

Number of pages: 24 Posted: 25 Aug 2020 Last Revised: 27 Nov 2020
Kent Osband
Independent
Downloads 31 (586,376)

Abstract:

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rational expectation, uncertainty, probabilities, risk assessment, surprise, incentive compatible mechanism, information acquisition, financial forecast

7.

Duration Risks of Value-at-Risk

Number of pages: 15 Posted: 22 Jul 2020
Kent Osband
Independent
Downloads 28 (604,594)

Abstract:

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banks, risk assessment, bond interest rate, reserve requirements, value at risk, credit spreads, corporate default, sovereign debt default

8.

Knightian Uncertainty Revisited

Number of pages: 19 Posted: 19 Jan 2021 Last Revised: 16 Sep 2021
Kent Osband
Independent
Downloads 26 (617,447)

Abstract:

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economic thought, entrepreneurship, innovation incentives, rational expectation, uncertainty, probabilities, risk assessment, information acquisition

9.

The Uncertainty of Credit Safety

Number of pages: 14 Posted: 22 Jul 2020
Kent Osband
Independent
Downloads 25 (624,113)
Citation 1

Abstract:

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bond market, corporate default, sovereign debt default, credit rating, investment grade, speculative grade, uncertainty

10.

Enigmatic Forecasts of Enigmatic Risks

Number of pages: 31 Posted: 10 Jun 2021
Kent Osband
Independent
Downloads 24 (631,028)

Abstract:

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financial markets, financial forecast, asset pricing, rational expectation, anticipation, uncertainty, probabilities, surprise, information acquisition, behavioral finance

11.

The Mind as a Market of Minds

Number of pages: 21 Posted: 27 Aug 2021
Kent Osband
Independent
Downloads 21 (652,030)

Abstract:

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decision making, probability, uncertainty, surprise, price formation, quasi-markets, neuroeconomics (D8320), neural networks, capital market, Kelly criterion, gambling

12.

What Can Capital Markets Teach Us About Learning?

Number of pages: 27 Posted: 11 Jun 2021 Last Revised: 18 Jun 2021
Kent Osband
Independent
Downloads 20 (659,177)

Abstract:

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financial markets, financial forecast, asset pricing, rational expectation, anticipation, uncertainty, probabilities, surprise, information acquisition, behavioral finance, risk premium, sovereign debt

13.

Why is Confidence in Sovereign Debt Fickle?

Number of pages: 19 Posted: 22 Jul 2020 Last Revised: 20 Apr 2021
Kent Osband
Independent
Downloads 13 (711,747)

Abstract:

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bond market, bond interest rate, credit spreads, sovereign debt, sovereign debt default, debt management, surprise

14.

Rationally Turbulent Learning

Number of pages: 38 Posted: 13 Aug 2021 Last Revised: 23 Aug 2021
Kent Osband
Independent
Downloads 12 (719,723)

Abstract:

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uncertainty, probabilities, Bayesian, belief, surprise, ignorance, Markov chain, imperfect information, financial forecast, learning, turbulence