Citations for "Ambiguity and Asset Markets"
by Larry G. Epstein & Martin Schneider
- Scott Condie & Jayant Ganguli, 2011. "Informational efficiency with ambiguous information," Economic Theory, Springer, vol. 48(2), pages 229-242, October.
- Massimo Guidolin & Francesca Rinaldi, 2013.
"Ambiguity in asset pricing and portfolio choice: a review of the literature,"
Theory and Decision,
Springer, vol. 74(2), pages 183-217, February.
- Massimo Guidolin & Francesca Rinaldi, 2011. "Ambiguity in Asset Pricing and Portfolio Choice: A Review of the Literature," Working Papers 417, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Massimo Guidolin & Francesca Rinaldi, 2010. "Ambiguity in asset pricing and portfolio choice: a review of the literature," Working Papers 2010-028, Federal Reserve Bank of St. Louis.
- Larry Epstein & Shaolin Ji, 2011.
"Ambiguous Volatility, Possibility and Utility in Continuous Time,"
1103.1652, arXiv.org, revised Jan 2013.
- Epstein, Larry G. & Ji, Shaolin, 2014. "Ambiguous volatility, possibility and utility in continuous time," Journal of Mathematical Economics, Elsevier, vol. 50(C), pages 269-282.
- Larry G. Epstein & Shaolin Ji, 2013.
"Ambiguous volatility and asset pricing in continuous time,"
- Larry G. Epstein & Shaolin Ji, 2013. "Ambiguous Volatility and Asset Pricing in Continuous Time," Review of Financial Studies, Society for Financial Studies, vol. 26(7), pages 1740-1786.
- Larry G. Epstein & Shaolin Ji, 2012. "Ambiguous Volatility and Asset Pricing in Continuous Time," CIRANO Working Papers 2012s-29, CIRANO.
- repec:hal:cesptp:halshs-01109639 is not listed on IDEAS
- Paul Viefers, 2012. "Should I Stay or Should I Go?: A Laboratory Analysis of Investment Opportunities under Ambiguity," Discussion Papers of DIW Berlin 1228, DIW Berlin, German Institute for Economic Research.
- Martin Schneider, 2010. "The Research Agenda: Martin Schneider on Multiple Priors Preferences and Financial Markets," EconomicDynamics Newsletter, Review of Economic Dynamics, vol. 11(2), April.
- Gonçalo Faria & João Correia-da-Silva, 2011.
"The Price of Risk and Ambiguity in an Intertemporal General Equilibrium Model of Asset Prices,"
FEP Working Papers
399, Universidade do Porto, Faculdade de Economia do Porto.
- Gonçalo Faria & João Correia-da-Silva, 2012. "The price of risk and ambiguity in an intertemporal general equilibrium model of asset prices," Annals of Finance, Springer, vol. 8(4), pages 507-531, November.
- Anastasios Karantounias & Axelle Ferriere, 2014. "Debt and government spending in ambiguous times," 2014 Meeting Papers 1129, Society for Economic Dynamics.
- Guiso, Luigi & Sodini, Paolo, 2012.
"Household Finance: An Emerging Field,"
CEPR Discussion Papers
8934, C.E.P.R. Discussion Papers.
- Jeffrey V. Butler & Luigi Guiso & Tullio Jappelli, 2011.
"The role of intuition and reasoning in driving aversion to risk and ambiguity,"
Economics Working Papers
ECO2011/13, European University Institute.
- Jeffrey Butler & Luigi Guiso & Tullio Jappelli, 2014. "The role of intuition and reasoning in driving aversion to risk and ambiguity," Theory and Decision, Springer, vol. 77(4), pages 455-484, December.
- Jeffrey V. Butler & Luigi Guiso & Tullio Jappelli, 2011. "The role of intuition and reasoning in driving aversion to risk and ambiguity," EIEF Working Papers Series 1107, Einaudi Institute for Economics and Finance (EIEF), revised Oct 2011.
- Butler, Jeff & Guiso, Luigi & Jappelli, Tullio, 2011. "The role of intuition and reasoning in driving aversion to risk and ambiguity," CEPR Discussion Papers 8334, C.E.P.R. Discussion Papers.
- Jeffrey V. Butler & Luigi Guiso & Tullio Jappelli, 2011. "The Role of Intuition and Reasoning in Driving Aversion to Risk and Ambiguity," CSEF Working Papers 282, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, revised 15 Jan 2013.
- Epstein, Larry G. & Halevy, Yoram, 2014. "No Two Experiments are Identical," Microeconomics.ca working papers yoram_halevy-2014-9, Vancouver School of Economics, revised 30 Dec 2014.
- Ekaterina Svetlova & Henk van Elst, 2012. "How is non-knowledge represented in economic theory?," Papers 1209.2204, arXiv.org.
- E. Agliardi & R. Agliardi & W. Spanjers, 2014. "Cash holdings and financing decisions under ambiguity," Working Papers wp979, Dipartimento Scienze Economiche, Universita' di Bologna.
- Meglena Jeleva & Jean-Marc Tallon, 2014. "Ambiguïté, comportements et marchés financiers," Documents de travail du Centre d'Economie de la Sorbonne 14064, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Luciano De Castro & Marialaura Pesce & Nicholas C. Yannelis, 2011.
"A new perspective to rational expectations: maximin rational expectations equilibrium,"
The School of Economics Discussion Paper Series
1107, Economics, The University of Manchester.
- Marialaura Pesce & Peter Cramton & Nicholas C. Yannelis, 2010. "A new perspective to rational expectations: maximin rational expectations equilibrium," Discussion Papers 1528, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
- Zhijun Zhao, 2011. "Preference Relativity, Ambiguity and Social Welfare Evaluation," Working Papers 352011, Hong Kong Institute for Monetary Research.
- Trojani, Fabio & Wiehenkamp, Christian & Wrampelmeyer, Jan, 2014. "Ambiguity and Reality," Working Papers on Finance 1418, University of St. Gallen, School of Finance.
- Anwar, Sajid & Zheng, Mingli, 2012. "Competitive insurance market in the presence of ambiguity," Insurance: Mathematics and Economics, Elsevier, vol. 50(1), pages 79-84.
- Edison G. Yu, 2013. "Dynamic market participation and endogenous information aggregation," Working Papers 13-42, Federal Reserve Bank of Philadelphia.
- Gonçalo Faria & João Correia-da-Silva, 2014.
"A closed-form solution for options with ambiguity about stochastic volatility,"
Review of Derivatives Research,
Springer, vol. 17(2), pages 125-159, July.
- Gonçalo Faria & João Correia-da-Silva, 2011. "A Closed-Form Solution for Options with Ambiguity about Stochastic Volatility," FEP Working Papers 414, Universidade do Porto, Faculdade de Economia do Porto.
- Laurent Denant-Boèmont & Olivier l'Haridon, 2013. "La rationalité à l’épreuve de l’économie comportementale," Economics Working Paper Archive (University of Rennes 1 & University of Caen) 201323, Center for Research in Economics and Management (CREM), University of Rennes 1, University of Caen and CNRS.
- Beißner, Patrick, 2013.
"Coherent Price Systems and Uncertainty-Neutral Valuation,"
Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order
80010, Verein für Socialpolitik / German Economic Association.
- Patrick Beißner, 2013. "Coherent price systems and uncertainty-neutral valuation," Working Papers 464, Bielefeld University, Center for Mathematical Economics.
- Agarwal, Vikas & Arisoy, Y. Eser & Naik, Narayan Y., 2015. "Volatility of aggregate volatility and hedge funds returns," CFR Working Papers 15-03, University of Cologne, Centre for Financial Research (CFR).
- Alonso, Irasema & Prado, Mauricio, 2015. "Ambiguity aversion, asset prices, and the welfare costs of aggregate fluctuations," Journal of Economic Dynamics and Control, Elsevier, vol. 51(C), pages 78-92.
- Gill Segal & Ivan Shaliastovich & Amir Yaron, 2014. "Good and Bad Uncertainty: Macroeconomic and Financial Market Implications," 2014 Meeting Papers 488, Society for Economic Dynamics.
- Moti Michaeli, 2014. "Riskiness for sets of gambles," Economic Theory, Springer, vol. 56(3), pages 515-547, August.
- Branger, Nicole & Larsen, Linda Sandris, 2013. "Robust portfolio choice with uncertainty about jump and diffusion risk," Journal of Banking & Finance, Elsevier, vol. 37(12), pages 5036-5047.