Ambiguity in Asset Markets: Theory and Experiment
Author:
Publisher
Oxford University Press (OUP)
Subject
Economics and Econometrics,Finance,Accounting
Link
http://academic.oup.com/rfs/article-pdf/23/4/1325/5284667/hhp106.pdf
Reference28 articles.
1. Ahn D. Choice S. Gale D. Kariv S. Estimating Ambiguity Aversion in a Portfolio Choice Experiment. UC Berkeley: Working Paper; 2009.
2. Basic Principles of Asset Pricing Theory: Evidence from Large-Scale Experimental Financial Markets *
3. Prices and Portfolio Choices in Financial Markets: Theory, Econometrics, Experiments
4. Robustness and Pricing with Uncertain Growth
5. Chapman D. Polkovnichenko V. Heterogeneity in Preferences, and Asset Market Outcomes. Working Paper: University of Minnesota Carlson School of Management; 2006.
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