Ambiguity, Infra-Marginal Investors, and Market Prices
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References listed on IDEAS
- Epstein, Larry G & Wang, Tan, 1994. "Intertemporal Asset Pricing Under Knightian Uncertainty," Econometrica, Econometric Society, vol. 62(2), pages 283-322, March.
- Markus Leippold & Fabio Trojani & Paolo Vanini, 2008.
"Learning and Asset Prices Under Ambiguous Information,"
Review of Financial Studies,
Society for Financial Studies, vol. 21(6), pages 2565-2597, November.
- Fabio Trojani & Markus Leippold & Paolo Vanini, 2005. "Learning and Asset Prices under Ambiguous Information," University of St. Gallen Department of Economics working paper series 2005 2005-03, Department of Economics, University of St. Gallen.
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KeywordsAmbiguity; Infra-Marginal Behavior; Arrow Securities;
- G0 - Financial Economics - - General
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
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