The Ambiguity Premium vs. the Risk Premium under Limited Market Participation*
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Publication:3019229
DOI10.1093/rof/rfq012zbMath1217.91058OpenAlexW2158593844MaRDI QIDQ3019229
Publication date: 27 July 2011
Published in: Review of Finance (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/deda20e1020ec0aaf2ce245605879080d336acec
Microeconomic theory (price theory and economic markets) (91B24) Financial applications of other theories (91G80)
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