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Ambiguity aversion and heterogeneity in financial markets : An empirical and theoretical perspective

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  • Pataracchia, B.

    (Tilburg University, School of Economics and Management)

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  • Pataracchia, B., 2013. "Ambiguity aversion and heterogeneity in financial markets : An empirical and theoretical perspective," Other publications TiSEM bc849a3c-87a4-4718-b049-f, Tilburg University, School of Economics and Management.
  • Handle: RePEc:tiu:tiutis:bc849a3c-87a4-4718-b049-f46e9871b17a
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    References listed on IDEAS

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    9. William A. Brock & Cars H. Hommes, 2001. "A Rational Route to Randomness," Chapters, in: W. D. Dechert (ed.), Growth Theory, Nonlinear Dynamics and Economic Modelling, chapter 16, pages 402-438, Edward Elgar Publishing.
    10. Pascal J. Maenhout, 2004. "Robust Portfolio Rules and Asset Pricing," The Review of Financial Studies, Society for Financial Studies, vol. 17(4), pages 951-983.
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