Propensity for hedging and ambiguity aversion
Zaier Aouani, Alain Chateauneuf, Caroline Ventura
| Year of publication: |
2021
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|---|---|
| Authors: | Aouani, Zaier ; Chateauneuf, Alain ; Ventura, Caroline |
| Published in: |
Journal of mathematical economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4068, ZDB-ID 217625-7. - Vol. 97.2021, p. 1-14
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| Subject: | Ambiguity | Anticomonotonicity | Attraction for certainty | Propensity for hedging | Proper hedges | Pseudo-convex | Theorie | Theory | Hedging | Risikoaversion | Risk aversion |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jmateco.2021.102543 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013183725