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Stock price swings and fundamentals : the role of Knightian uncertainty
Mangee, Nicholas - In: International review of financial analysis 91 (2024), pp. 1-11
Persistent link: https://www.econbiz.de/10014446941
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Trading off accuracy for speed : hedge funds' decision-making under uncertainty
Dragomirescu-Gaina, Catalin; Philippas, Dionisis; … - In: International review of financial analysis 75 (2021), pp. 1-12
Persistent link: https://www.econbiz.de/10012804043
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Predicting equity premium using news-based economic policy uncertainty : not all uncertainty changes are equally important
Nonejad, Nima - In: International review of financial analysis 77 (2021), pp. 1-20
Persistent link: https://www.econbiz.de/10012805880
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Asset pricing and asymmetric reasoning
Asparouhova, Elena; Bossaerts, Peter L.; Eguia, Jon X.; … - In: Journal of political economy 123 (2015) 1, pp. 66-122
Persistent link: https://www.econbiz.de/10010513938
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Life-cycle asset allocation with ambiguity aversion and learning
Peijnenburg, Kim - In: Journal of financial and quantitative analysis : JFQA 53 (2018) 5, pp. 1962-1994
Persistent link: https://www.econbiz.de/10011959061
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Ambiguity and asset pricing : an empirical investigation for an emerging market
Sahin, Baki Cem; Danışoğlu, Seza - In: International review of financial analysis 84 (2022), pp. 1-14
Persistent link: https://www.econbiz.de/10013472710
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Market uncertainty, persistent arbitrage-free violation, and price discovery in RMB market
Xu, Ke; Chen, Yu-Lun; Yang, J. Jimmy - In: International review of financial analysis 90 (2023), pp. 1-10
Persistent link: https://www.econbiz.de/10014470359
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The international diversification puzzle is not as bad as you think
Heathcote, Jonathan; Perri, Fabrizio - In: Journal of political economy 121 (2013) 6, pp. 1108-1159
Persistent link: https://www.econbiz.de/10010255658
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Mean-variance utility functions and the demand for risky assets : an empirical analysis using flexible functional forms
Aivazian, Varouj A. - In: Journal of financial and quantitative analysis : JFQA 18 (1983) 4, pp. 411-424
Persistent link: https://www.econbiz.de/10001815100
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Measuring risk in fixed payment securities : an empirical test of the structured full rank covariance matrix
Hilliard, Jimmy E. - In: Journal of financial and quantitative analysis : JFQA 26 (1991) 3, pp. 345-362
Persistent link: https://www.econbiz.de/10001113532