نتایج جستجو برای: information ambiguity aversion

تعداد نتایج: 1179243  

2017
Noé Biheng Jean-Marc Bonnisseau Noé BIHENG Jean-Marc BONNISSEAU

We consider a family of exchange economies where consumers have multiprior preferences representing their ambiguity aversion. Under a linear independence assumption, we prove that regular economies are generic. Regular economies exhibit enjoyable properties: odd finite number of equilibrium prices, local constancy of this number and local differentiable selections of the equilibrium prices. Thu...

2007
Peter Bossaerts Paolo Ghirardato Serena Guarnaschelli William R. Zame

This paper studies the impact of ambiguity and ambiguity aversion on equilibrium asset prices and portfolio holdings in competitive financial markets. It argues that attitudes toward ambiguity are heterogeneous across the population, just as attitudes toward risk are heterogeneous across the population, but that heterogeneity of attitudes toward ambiguity has different implications than heterog...

نمودار تعداد نتایج جستجو در هر سال

با کلیک روی نمودار نتایج را به سال انتشار فیلتر کنید