Financial complexity and trade
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Publication:1756338
DOI10.1016/j.geb.2018.08.007zbMath1419.91616OpenAlexW2735996443WikidataQ129330660 ScholiaQ129330660MaRDI QIDQ1756338
Publication date: 14 January 2019
Published in: Games and Economic Behavior (Search for Journal in Brave)
Full work available at URL: https://eprints.soton.ac.uk/423866/1/financial_complexity_trade.pdf
Cites Work
- Reference dependent ambiguity
- Sharing risk and ambiguity
- Uncertainty averse preferences
- Agreeable trade with optimism and pessimism
- Interactive unawareness
- A theory of subjective compound lotteries
- Ambiguity through confidence functions
- Belief, awareness, and limited reasoning
- Maxmin expected utility with non-unique prior
- Sharing beliefs and the absence of betting in the Choquet expected utility model
- Risk sharing in the small and in the large
- Knightian decision theory. I.
- Unawareness of theorems
- Agreeable bets with multiple priors
- Subjective Beliefs and ex ante Trade
- Information Acquisition and Under-Diversification
- Framing Contingencies
- Subjective Probability and Expected Utility without Additivity
- Sharing Beliefs: Between Agreeing and Disagreeing
- Representing Preferences with a Unique Subjective State Space
- No-Betting-Pareto Dominance
- Speculation and Risk Sharing with New Financial Assets*
- A Sparsity-Based Model of Bounded Rationality *
- A Welfare Criterion For Models With Distorted Beliefs*
- Complexity in Structured Finance
- Can utility optimization explain the demand for structured investment products?
- Ambiguity Aversion, Robustness, and the Variational Representation of Preferences
- Uncertainty and Risk in Financial Markets
- A Smooth Model of Decision Making under Ambiguity
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