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Portfolio choices : comparative statics under both expected return and volatility uncertainty

Lin, Qian; Tian, Dejian - In: Quantitative finance 21 (2021) 6, pp. 1027-1035

Persistent link: https://www.econbiz.de/10012515634

Ambiguity attitudes in a large representative sample

Dimmock, Stephen G.; Kouwenberg, Roy; Wakker, Peter P. - In: Management science : journal of the Institute for … 62 (2016) 5, pp. 1363-1380

Persistent link: https://www.econbiz.de/10011487488

Ambiguity and reality

Trojani, Fabio; Wiehenkamp, Christian; Wrampelmeyer, Jan - 2014 - This version: December 4, 2014

Persistent link: https://www.econbiz.de/10011343854

Ordering ambiguous acts

Jewitt, Ian; Mukerji, Sujoy - 2017

We investigate what it means for one act to be more ambiguous than another. The question is evidently analogous to asking what makes one prospect riskier than another, but beliefs are neither objective nor representable by a unique probability. Our starting point is an abstract class of...

Persistent link: https://www.econbiz.de/10011694759

Ordering ambiguous acts

Jewitt, Ian; Mukerji, Sujoy - In: Journal of economic theory 171 (2017), pp. 213-267

Persistent link: https://www.econbiz.de/10011777027

Distortion risk measures, ambiguity aversion and optimal effort

Robert, Christian Yann; Therond, Pierre-E. - In: Astin bulletin : the journal of the International … 44 (2014) 2, pp. 277-302

Persistent link: https://www.econbiz.de/10010393955

Estimating ambiguity aversion in a portfolio choice experiment

Ahn, David S.; Choi, Syngjoo; Gale, Douglas; Kariv, Shachar - In: Quantitative economics : QE ; journal of the … 5 (2014) 2, pp. 195-223

Persistent link: https://www.econbiz.de/10010409967

Estimating ambiguity aversion in a portfolio choice experiment

Ahn, David S.; Choi, Syngjoo; Gale, Douglas; Kariv, Shachar - In: Quantitative economics : QE ; journal of the … 5 (2014) 2, pp. 195-223

specification includes two parameters: one for ambiguity attitudes and another for risk attitudes. We also estimate a three …

Persistent link: https://www.econbiz.de/10011757224

Ambiguity aversion, funding liquidity, and liquidation dynamics

Oh, Ji Yeol Jimmy - In: Journal of financial markets 18 (2014), pp. 49-76

Persistent link: https://www.econbiz.de/10010442499

Risk and ambiguity in 10-Ks : an examination of cash holding and derivatives use

Friberg, Richard; Seiler, Thomas - In: The journal of corporate finance : contracting, … 45 (2017), pp. 608-631

Persistent link: https://www.econbiz.de/10011760969