Living with ambiguity: prices and survival when investors have heterogeneous preferences for ambiguity
Year of publication: |
2008
|
---|---|
Authors: | Condie, Scott |
Published in: |
Economic Theory. - Springer. - Vol. 36.2008, 1, p. 81-108
|
Publisher: |
Springer |
Subject: | Asset pricing | Recursive multiple priors | Survival | Heterogeneous investors | Ambiguity aversion |
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