Ambiguity in Financial Markets: Herding and Contrarian Behaviour
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Eduardo Corso, 2015. "Ambiguity and portfolio decisions," BCRA Working Paper Series 201567, Central Bank of Argentina, Economic Research Department.
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More about this item
KeywordsAmbiguity; Choquet Expected Utility; Generalized Bayesian update; Optimism; Herding; Contrarian behaviour;
- D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty
- G1 - Financial Economics - - General Financial Markets
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2005-07-25 (All new papers)
- NEP-FIN-2005-07-25 (Finance)
- NEP-FMK-2005-07-25 (Financial Markets)
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