Endogenous incompleteness of financial markets: the role of ambiguity and ambiguity aversion (Q1049235): Difference between revisions

@@ Property / cites work @@
+Funds, Factors, and Diversification in Arbitrage Pricing Models
+Normal rank
@@ Property / cites work @@
+Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets
+Normal rank
@@ Property / cites work @@
+Optimal risk-sharing rules and equilibria with Choquet-expected-utility.
+Normal rank
@@ Property / cites work @@
+The no-trade interval of Dow and Werlang: some clarifications
+Normal rank
@@ Property / cites work @@
+Uncertainty Aversion, Risk Aversion, and the Optimal Choice of Portfolio
+Normal rank
@@ Property / cites work @@
+Risk, Ambiguity, and the Savage Axioms
@@ Property / cites work: Risk, Ambiguity, and the Savage Axioms / rank @@
+Normal rank
@@ Property / cites work @@
+Intertemporal Asset Pricing under Knightian Uncertainty
+Normal rank
@@ Property / cites work @@
+Maxmin expected utility with non-unique prior
@@ Property / cites work: Maxmin expected utility with non-unique prior / rank @@
+Normal rank
@@ Property / cites work @@
+Ambiguity made precise: A comparative foundation
@@ Property / cites work: Ambiguity made precise: A comparative foundation / rank @@
+Normal rank
@@ Property / cites work @@
+Differentiating ambiguity and ambiguity attitude
@@ Property / cites work: Differentiating ambiguity and ambiguity attitude / rank @@
+Normal rank
@@ Property / cites work @@
+On the optimality of equilibrium when the market structure is incomplete
+Normal rank
@@ Property / cites work @@
+Directional Derivatives for Extremal-Value Functions with Applications to the Completely Convex Case
+Normal rank
@@ Property / cites work @@
+Ambiguity Aversion, Robustness, and the Variational Representation of Preferences
+Normal rank
@@ Property / cites work @@
+Ambiguity Aversion and Incompleteness of Financial Markets
+Normal rank
@@ Property / cites work @@
+A General Approach to the Arbitrage Pricing Theory (APT)
+Normal rank
@@ Property / cites work @@
+Uncertainty and Risk in Financial Markets
@@ Property / cites work: Uncertainty and Risk in Financial Markets / rank @@
+Normal rank