Ambiguity aversion in the long run: ``to disagree, we must also agree
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Publication:308624
DOI10.1016/J.JET.2016.04.008zbMATH Open1371.91056OpenAlexW2345158656MaRDI QIDQ308624FDOQ308624
Authors: Pietro da Silva, José Heleno Faro, Aloisio Araujo 
Publication date: 6 September 2016
Published in: Journal of Economic Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jet.2016.04.008
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Cites Work
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Cited In (6)
- When does ambiguity fade away?
- Complete markets with bankruptcy risk and pecuniary default punishments
- Living with ambiguity: prices and survival when investors have heterogeneous preferences for ambiguity
- Ambiguity aversion and the absence of indexed debt
- Survival with ambiguity
- Ambiguity aversion and the absence of indexed debt
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