Trading Ambiguity A Tale Of Two Heterogeneities
Work
Year: 2023
Type: article
Abstract: We consider markets with heterogeneously ambiguous assets and heterogeneously ambiguity‐averse investors whose preferences are a parsimonious extension of the mean–variance framework. We study portfo... more
Source: International Economic Review
Institutions Queen Mary University of London, Özyeğin University, Paris School of Economics, Centre National de la Recherche Scientifique
Cites: 74
Cited by: 4
Related to: 10
FWCI: 1.472
Citation percentile (by year/subfield): 57.88
Subfield: Finance
Domain: Social Sciences
Open Access status: green