Limited participation under ambiguity of correlation
Year of publication: |
January 2017
|
---|---|
Authors: | Huang, Hui ; Zhang, Shunming ; Zhu, Wei |
Published in: |
Journal of financial markets. - Amsterdam [u.a.] : Elsevier, ISSN 1386-4181, ZDB-ID 1402747-1. - Vol. 32.2017, p. 97-143
|
Subject: | Ambiguity aversion | Correlation ambiguity | General equilibrium | Limited participation | Flight to quality | Entscheidung unter Unsicherheit | Decision under uncertainty | Theorie | Theory | Allgemeines Gleichgewicht | Risikoaversion | Risk aversion |
-
Correlation uncertainty, limited participation, and flight to quality
Huang, Hui, (2023)
-
Endogenous indeterminacy and volatility of asset prices under ambiguity
Mandler, Michael, (2013)
-
Endogenous indeterminacy and volatility of asset prices under ambiguity
Mandler, Michael, (2013)
- More ...
-
Huang, Hui, (2009)
-
Huang, Hui, (2005)
-
Counter-cyclical substitution between trade credit and bank credit
Huang, Hui, (2011)
- More ...