Search Results - subject:"Ambiguity"

Chen, An; Vanduffel, Steven; Wilke, Morten - In: European journal of operational research : EJOR 320 (2025) 3, pp. 754-764

Persistent link: https://www.econbiz.de/10015085373

Ambiguity, limited market participation, and the cross-sectional stock return

Yuan, Yefang; Ling, Aifan; Hu, Zhijun - In: Journal of management science and engineering 9 (2024) 4, pp. 522-534

Using expected utility under uncertain probability theory (EUUP, Izhakian, 2017, 2020), we study whether the ambiguity … related to individual stocks is priced in the Chinese A-share market and the mechanism behind the ambiguity premium phenomenon …. Theoretically, when the asset price is within a specific range, ambiguity-averse investors refrain from participating in trading. As …

Persistent link: https://www.econbiz.de/10015163368

Ambiguity attitudes toward natural and artificial sources in gain and loss domains

Watanabe, Masahide; Fujimi, Toshio - In: Journal of risk and uncertainty 68 (2024) 1, pp. 51-75

Persistent link: https://www.econbiz.de/10014502531

Disentangling drivers of ambiguity attitudes

Abdellaoui, Mohammed; Akella, Sarat Chandra; Hill, Brian - 2024

Persistent link: https://www.econbiz.de/10015410309

Modeling, Analysis and Optimization for Mathematical Finance, Economics and Risks

Yao, Jing (contributor); Hu, Xiang (contributor); … - 2024

Modeling, Analysis, and Optimization for Mathematical Finance, Economics, and Risks is a critical domain that integrates mathematical theory with practical applications to address the complexities of modern financial and economic systems. This special issue focuses on recent studies that are...

Persistent link: https://www.econbiz.de/10015325017