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Cites work
- A Smooth Model of Decision Making under Ambiguity
- Ambiguity Aversion, Robustness, and the Variational Representation of Preferences
- Ambiguity and the historical equity premium
- Ambiguity in asset pricing and portfolio choice: a review of the literature
- Ambiguity in the small and in the large
- Ambiguity through confidence functions
- Ambiguity, Risk, and Asset Returns in Continuous Time
- Ambiguity, learning, and asset returns
- Asset Prices in an Exchange Economy
- Dynamic choice under ambiguity
- Dynamic variational preferences
- Dynamically stable preferences
- IID: Independently and indistinguishably distributed.
- Intertemporal Asset Pricing under Knightian Uncertainty
- Liquidity and asset prices in rational expectations equilibrium with ambiguous information
- Maxmin expected utility with non-unique prior
- Optimal Stopping With Multiple Priors
- Optimization and nonsmooth analysis
- Rational preferences under ambiguity
- Recursive multiple-priors.
- Recursive smooth ambiguity preferences
- Robust Permanent Income and Pricing
- Scale-invariant asset pricing and consumption/portfolio choice with general attitudes toward risk and uncertainty
- Subjective Beliefs and ex ante Trade
- Temporal resolution of uncertainty and recursive models of ambiguity aversion
- The structure of \(m\)-stable sets and in particular of the set of risk neutral measures
- Uncertainty averse preferences
- Uncertainty, risk-neutral measures and security price booms and crashes
- Unique solutions for stochastic recursive utilities
- Updating Ambiguity Averse Preferences
- Vector Expected Utility and Attitudes Toward Variation
Cited in
(37)- On booms that never bust: ambiguity in experimental asset markets with bubbles
- Macroeconomic uncertainty prices when beliefs are tenuous
- Ambiguity, Risk, and Asset Returns in Continuous Time
- Endogenous indeterminacy and volatility of asset prices under ambiguity
- Ambiguity aversion, asset prices, and the welfare costs of aggregate fluctuations
- Asset pricing in a Lucas fruit-tree economy with the best and worst in mind
- Asset pricing under smooth ambiguity in continuous time
- Equilibrium in an ambiguity-averse mean-variance investors market
- Do markets prove pessimists right?
- Equilibrium prices and trade under ambiguous volatility
- A decision-theoretic model of asset-price underreaction and overreaction to dividend news
- Knightian uncertainty emotion of investors and the huge fluctuations of stock market
- Ambiguity aversion and incompleteness of financial markets.
- Gain-loss pricing under ambiguity of measure
- Ambiguity sensitive preferences in Ellsberg frameworks
- Asset trading under non-classical ambiguity and heterogeneous beliefs
- Living with ambiguity: prices and survival when investors have heterogeneous preferences for ambiguity
- Ambiguity, asset prices, and excess volatility in a pure-exchange economy
- Multiple priors and asset pricing
- Model uncertainty in commodity markets
- Crisp monetary acts in multiple-priors models of decision under ambiguity
- An additive model of decision making under risk and ambiguity
- TRADING AMBIGUITY: A TALE OF TWO HETEROGENEITIES
- Ambiguous price formation
- Ambiguity, learning, and asset returns
- The learning premium
- Liquidity and asset prices in rational expectations equilibrium with ambiguous information
- Survival with ambiguity
- Ambiguity aversion and the absence of indexed debt
- A simple robust asset pricing model under statistical ambiguity
- The ambiguity premium vs. the risk premium under limited market participation
- The price of risk and ambiguity in an intertemporal general equilibrium model of asset prices
- Asset prices in a labor search model with confidence shocks
- Ambiguity, information processing, and financial intermediation
- Fuzzy measures and asset prices: accounting for information ambiguity
- Smooth ambiguity preferences and asset prices with a jump-diffusion process
- Ambiguity aversion and the absence of indexed debt
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