Would Ambiguity Averse Investors Hedge Risk in Equity Markets?

Author:

Gertsman Gleb,Frehen Rik,Werker Bas J.M.

Publisher

Elsevier BV

Reference18 articles.

1. Ambiguiy, volatility, and credit risk;P Augustin;Review of Financial Studies Forthcoming,2019

2. Can Unpredictable Risk Exposure Be Priced?

3. Ambiguity aversion and household portfolio choice puzzles: Empirical evidence;S Dimmock;Journal of Financial Economics,2016

4. Risk, ambiguity, and the savage axioms;D Ellsberg;Quarterly Journal of Economics,1961

5. Common risk factors in the returns on stocks and bonds;E Fama;Journal of Financial Economics,1993

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