Overconfidence, Ambiguity Aversion, and Excess Arbitrage Trading

SSRN Electronic Journal ◽

10.2139/ssrn.2430655 ◽

2014 ◽

Author(s):

Min Hwang ◽

Soosung Hwang ◽

Sanha Noh

Keyword(s):

Ambiguity Aversion ◽

Arbitrage Trading

Download Full-text

Ambiguity Aversion, Risk Aversion, and Asset Pricing

SSRN Electronic Journal ◽

10.2139/ssrn.1343295 ◽

2009 ◽

Cited By ~ 2

Author(s):

Philipp K. Illeditsch

Keyword(s):

Asset Pricing ◽

Risk Aversion ◽

Ambiguity Aversion

Download Full-text

Smooth Ambiguity Aversion and the Continuous-Time Limit

SSRN Electronic Journal ◽

10.2139/ssrn.1690240 ◽

2011 ◽

Cited By ~ 3

Author(s):

Ronald Gindrat ◽

Jean Lefoll

Keyword(s):

Continuous Time ◽

Ambiguity Aversion ◽

Time Limit

Download Full-text

A Rational Ambiguity Averse Person Will Never Display Her Ambiguity Aversion

SSRN Electronic Journal ◽

10.2139/ssrn.2250970 ◽

2013 ◽

Cited By ~ 6

Author(s):

Christoph Kuzmics

Keyword(s):

Ambiguity Aversion

Download Full-text

The Effect of Business Training on Microentrepreneurss Profitability in the Presence of Ambiguity Aversion

SSRN Electronic Journal ◽

10.2139/ssrn.2498144 ◽

2014 ◽

Author(s):

Dmitry Shapiro

Keyword(s):

Ambiguity Aversion ◽

Business Training

Download Full-text

Ambiguity Aversion and the Expected Cost of Rare Energy Disasters: An Application to Nuclear Power Accidents

SSRN Electronic Journal ◽

10.2139/ssrn.2808723 ◽

2016 ◽

Author(s):

Romain Bizet ◽

Francois Leveque

Keyword(s):

Nuclear Power ◽

Ambiguity Aversion ◽

Expected Cost

Download Full-text

Online Appendix for 'Ambiguity Aversion and Household Portfolio Choice Puzzles: Empirical Evidence'

SSRN Electronic Journal ◽

10.2139/ssrn.2973109 ◽

2016 ◽

Cited By ~ 1

Author(s):

Stephen G. Dimmock ◽

Roy Kouwenberg ◽

Olivia S. Mitchell ◽

Kim Peijnenburg

Keyword(s):

Empirical Evidence ◽

Portfolio Choice ◽

Ambiguity Aversion ◽

Online Appendix ◽

Household Portfolio ◽

Household Portfolio Choice

Download Full-text

W. Grampp's 'What Did Smith Mean by the Invisible Hand?' Overlooks Smith's Analysis of Uncertainty-Ambiguity Aversion Based on His Definition of Uncertainty in the Wealth of Nations

SSRN Electronic Journal ◽

10.2139/ssrn.3080765 ◽

2017 ◽

Cited By ~ 4

Author(s):

Michael Emmett Brady

Keyword(s):

Ambiguity Aversion ◽

Invisible Hand ◽

Wealth Of Nations ◽

Definition Of ◽

The Invisible

Download Full-text

Governance by Depositors, Bank Runs and Ambiguity Aversion: A Theoretical Approach

SSRN Electronic Journal ◽

10.2139/ssrn.3229954 ◽

2018 ◽

Author(s):

François Guillemin

Keyword(s):

Theoretical Approach ◽

Ambiguity Aversion ◽

Bank Runs

Download Full-text

Robust Smooth Ambiguity Aversion

SSRN Electronic Journal ◽

10.2139/ssrn.3431844 ◽

2019 ◽

Author(s):

Jingyuan Li ◽

Dongri Liu ◽

Jianli Wang

Keyword(s):

Ambiguity Aversion

Download Full-text

Real Options, Ambiguity, and Dynamic Consistency - A Comment on 'ambiguity Aversion in Buyer-Seller Relationships: A Contingent-Claims and Social Network Explanation'

SSRN Electronic Journal ◽

10.2139/ssrn.3552142 ◽

2020 ◽

Author(s):

David Schroeder

Keyword(s):

Social Network ◽

Real Options ◽

Ambiguity Aversion ◽

Contingent Claims ◽

Dynamic Consistency

Download Full-text