TRADING AMBIGUITY: A TALE OF TWO HETEROGENEITIES
From MaRDI portal
Publication:6088686
DOI10.1111/iere.12627zbMath1530.91534OpenAlexW3122434838MaRDI QIDQ6088686
Sujoy Mukerji, Jean-Marc Tallon, Han Ozsoylev
Publication date: 16 November 2023
Published in: International Economic Review (Search for Journal in Brave)
Full work available at URL: https://shs.hal.science/halshs-03962563
Cites Work
- Unnamed Item
- Efficient allocations under ambiguity
- Recursive smooth ambiguity preferences
- Maxmin expected utility with non-unique prior
- Consistent Bayesian aggregation
- Speculative trade under ambiguity
- Ordering ambiguous acts
- Alpha as Ambiguity: Robust Mean-Variance Portfolio Analysis
- Portfolio Choices and Asset Prices: The Comparative Statics of Ambiguity Aversion
- Ambiguity, Learning, and Asset Returns
- Risk, Ambiguity, and the Savage Axioms
- Fragile beliefs and the price of uncertainty
- Subjective Beliefs and ex ante Trade
- A Framework for CAPM with Heterogeneous Beliefs
- Subjective Probability and Expected Utility without Additivity
- Local Ownership, Crises, and Asset Prices: Evidence from US Mutual Funds *
- Ambiguity and the historical equity premium
- Uncertainty, Information Acquisition, and Price Swings in Asset Markets
- No-Betting-Pareto Dominance
- Risk Preferences and the Macroeconomic Announcement Premium
- Heterogeneity and Persistence in Returns to Wealth
- A Smooth Model of Decision Making under Ambiguity
- Robustness
This page was built for publication: TRADING AMBIGUITY: A TALE OF TWO HETEROGENEITIES
