Equilibrium prices and trade under ambiguous volatility
Year of publication: |
August 2017
|
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Authors: | Beißner, Patrick |
Published in: |
Economic theory : official journal of the Society for the Advancement of Economic Theory. - Berlin : Springer, ISSN 0938-2259, ZDB-ID 1059110-2. - Vol. 64.2017, 2, p. 213-238
|
Subject: | Knightian uncertainty | Variational preferences | General equilibrium | Singular priors | Ambiguous volatility | Insurance under ambiguity | Equilibrium price systems | Theorie | Theory | Volatilität | Volatility | Entscheidung unter Unsicherheit | Decision under uncertainty | Allgemeines Gleichgewicht | Risiko | Risk | CAPM | Erwartungsnutzen | Expected utility | Risikoaversion | Risk aversion |
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