The uncertainty premium in an ambiguous economy
Year of publication: |
2011
|
---|---|
Authors: | Izhakian, Yehuda ; Benninga, Simon |
Published in: |
The quarterly journal of finance. - Singapore : World Scientific Publ., ISSN 2010-1392, ZDB-ID 2620599-3. - Vol. 1.2011, 2, p. 323-354
|
Subject: | Risikoaversion | Risk aversion | Entscheidung unter Unsicherheit | Decision under uncertainty | Theorie | Theory |
-
The income effect under uncertainty : a Slutsky-like decomposition with risk aversion
Antoniadou, Elena, (2016)
-
Portfolio choices : comparative statics under both expected return and volatility uncertainty
Lin, Qian, (2021)
-
Comparison of the production behavior of regret-averse and purely risk-averse firms
Guo, Xu, (2019)
- More ...
-
The uncertainty premium in an ambiguous economy
Izhakian, Yehuda, (2011)
-
Underwriter Certification, Issuer-Underwriter Matching, and SEO Performance
Calomiris, Charles W., (2019)
-
Ambiguity and the Tradeoff Theory of Capital Structure
Izhakian, Yehuda, (2016)
- More ...