Survival with ambiguity

DOI10.1016/J.JET.2014.11.006MaRDI QIDQ2254035zbMATH OpenOpenAlexFDO

Authors Ani Guerdjikova, Emanuela Sciubba

Publication date 4 February 2015

Published in Journal of Economic Theory (Search for Journal in Brave)

Full work available at URL https://eprints.bbk.ac.uk/id/eprint/11013/1/5943.pdf

zbMATH Keywords

ambiguityambiguity-aversionsurvival

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24) Consumer behavior, demand theory (91B42)

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Cites work

• Ambiguity and the historical equity premium
• Ambiguity Aversion, Robustness, and the Variational Representation of Preferences
• Ambiguity, learning, and asset returns
• Belief heterogeneity and survival in incomplete markets
• Consumption dynamics in general equilibrium: a characterisation when markets are incomplete
• Do Markets Favor Agents able to Make Accurate Predictions?
• Dynamic variational preferences
• scientific article; zbMATH DE number 1904067 (Why is no real title available?)
• If You're so Smart, why Aren't You Rich? Belief Selection in Complete and Incomplete Markets
• Living with ambiguity: prices and survival when investors have heterogeneous preferences for ambiguity
• Loss aversion, survival and asset prices
• Maxmin expected utility with non-unique prior
• Natural selection in financial markets: does it work?
• Recursive smooth ambiguity preferences
• Risk Aversion in the Small and in the Large
• Subjective Beliefs and ex ante Trade
• Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework
• The economics of risk and time
• Utility over time: The homothetic case

Cited in

(14)

• Long-run heterogeneity in an exchange economy with fixed-mix traders
• Market selection with an endogenous state
• Survivor's dilemma: defend the group or flee?
• Momentum and reversal in financial markets with persistent heterogeneity
• Survival in speculative markets
• Testing constant absolute and relative ambiguity aversion
• Escaping high mortality
• Ambiguity aversion in the long run: ``to disagree, we must also agree
• Survival Implications
• Survival ensembles
• Coexistence in the Face of Uncertainty
• Do markets prove pessimists right?
• Optimism leads to optimality: ambiguity in network formation
• Living with ambiguity: prices and survival when investors have heterogeneous preferences for ambiguity

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