Pages that link to "Item:Q2775930"
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The following pages link to Ambiguity Aversion and Incompleteness of Financial Markets (Q2775930):
Displayed 35 items.
- An optimal insurance design problem under Knightian uncertainty (Q377795) (← links)
- Sharing risk and ambiguity (Q449190) (← links)
- Informational efficiency with ambiguous information (Q641824) (← links)
- Ambiguity aversion and trade (Q641835) (← links)
- Liquidity and asset prices in rational expectations equilibrium with ambiguous information (Q641839) (← links)
- Pricing rules and Arrow-Debreu ambiguous valuation (Q663197) (← links)
- Participation in risk sharing under ambiguity (Q829510) (← links)
- Uncertainty aversion vs. competence: An experimental market study (Q928750) (← links)
- Attitude toward imprecise information (Q928875) (← links)
- Causes of ambiguity aversion: Known versus unknown preferences (Q941733) (← links)
- Effects of uncertainty aversion on the call option market (Q944232) (← links)
- Endogenous incompleteness of financial markets: the role of ambiguity and ambiguity aversion (Q1049235) (← links)
- Ellsberg's two-color experiment, portfolio inertia and ambiguity. (Q1398442) (← links)
- Financial market structures revealed by pricing rules: efficient complete markets are prevalent (Q1693190) (← links)
- Market inconsistencies of market-consistent European life insurance economic valuations: pitfalls and practical solutions (Q1707543) (← links)
- Attitudes toward uncertainty among the poor: an experiment in rural Ethiopia (Q1934270) (← links)
- Ambiguity in asset pricing and portfolio choice: a review of the literature (Q1936325) (← links)
- Interaction transform of set functions over a finite set (Q1969694) (← links)
- Speculative trade under ambiguity (Q2067392) (← links)
- Optimal frequency of portfolio evaluation in a choice experiment with ambiguity and loss aversion (Q2088286) (← links)
- Portfolio concentration, portfolio inertia, and ambiguous correlation (Q2155229) (← links)
- Sharing ambiguous risks (Q2258846) (← links)
- On booms that never bust: ambiguity in experimental asset markets with bubbles (Q2291443) (← links)
- Monetary equilibria and Knightian uncertainty (Q2354540) (← links)
- The arbitrage pricing theorem with incomplete preferences (Q2381462) (← links)
- Updating Choquet beliefs (Q2384447) (← links)
- Iterated Choquet expectations: a possibility result (Q2442385) (← links)
- A matter of interpretation: ambiguous contracts and liquidated damages (Q2442849) (← links)
- Dynamic variational preferences (Q2496226) (← links)
- Ambiguity and the Bayesian Paradigm (Q2971685) (← links)
- SHACKLE AND MODERN DECISION THEORY (Q3618496) (← links)
- Decision-making in incomplete markets with ambiguity—a case study of a gas field acquisition (Q4555179) (← links)
- Competition in Fund Management and Forward Relative Performance Criteria (Q5045200) (← links)
- Optimality in an OLG model with nonsmooth preferences (Q6053639) (← links)
- A test of (weak) certainty independence (Q6163290) (← links)