Higher-order risk vulnerability
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DOI: 10.1007/s00199-015-0935-2
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"How do markets react to (un)expected fundamental value shocks? An experimental analysis,"
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- Wael Bousselmi & Patrick Sentis & Marc Willinger, 2019. "How do markets react to (un)expected fundamental value shocks? An experimental analysis," Post-Print hal-02142601, HAL.
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More about this item
Keywords
Background risk; Downside risk aversion; Downside risk vulnerability; Higher-order risk vulnerability;All these keywords.
JEL classification:
- D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty
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