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

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Endogenous incompleteness of financial markets: the role of ambiguity and ambiguity aversion
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    Endogenous incompleteness of financial markets: the role of ambiguity and ambiguity aversion (English)
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    8 January 2010
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    ambiguity
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    variational preferences
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    idiosyncratic risk
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    risk sharing
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    trading
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