The case-cohort study design was originally proposed by Prentice (1986). Under this design,a random sub-cohort of individuals is selected from the cohort of study. Full covariate data are collected from all the cases in the cohort and the sub-coho...
The case-cohort study design was originally proposed by Prentice (1986). Under this design,a random sub-cohort of individuals is selected from the cohort of study. Full covariate data are collected from all the cases in the cohort and the sub-coho...
This dissertation consists of three essays on asset pricing under model uncertainty. The first essay examines how aversion to uncertainty about the information transfer across firms affects asset prices in an equilibrium. I show that a firm's stoc...
This dissertation consists of three essays on asset pricing under model uncertainty. The first essay examines how aversion to uncertainty about the information transfer across firms affects asset prices in an equilibrium. I show that a firm's stoc...
