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The impact of risk aversion and ambiguity aversion on annuity and saving choices

André, Eric; Bommier, Antoine; Le Grand, François - In: Journal of risk and uncertainty 65 (2022) 1, pp. 33-56

Persistent link: https://www.econbiz.de/10013453849

Minimizing the penalized probability of drawdown for a general insurance company under ambiguity aversion

Yuan, Yu; Liang, Zhibin; Han, Xia - In: Mathematical methods of operations research : ZOR 96 (2022) 2, pp. 259-290

Persistent link: https://www.econbiz.de/10013455032

Learning about the persistence of recessions under ambiguity aversion

Liu, Liu - In: Finance research letters 47 (2022) 1, pp. 1-11

Persistent link: https://www.econbiz.de/10013455604

Correlation ambiguity, listing choice, and market microstructure

He, Junyong; Huang, Hui; Zhang, Shunming - In: Journal of management science and engineering 7 (2022) 1, pp. 67-97

This paper investigates the implication of correlation ambiguity to investor behavior, asset pricing and issuers' listing choices from a market microstructure perspective. We introduce two markets to a multi-asset model: Market A is transparent and Market B is opaque, or Market A with low and...

Persistent link: https://www.econbiz.de/10013207393