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A theoretical foundation of ambiguity measurement
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Cited by:
- Günter Franke, 2020. "Management nicht-finanzieller Risiken: eine Forschungsagenda [Management of Non-Financial Risks: A Research Agenda]," Schmalenbach Journal of Business Research, Springer, vol. 72(3), pages 279-320, September.
- Hippolyte d'Albis & Johanna Etner & Josselin Thuilliez, 2023.
"Vaccination under pessimistic expectations in clinical trials and immunization campaigns,"
Journal of Public Economic Theory, Association for Public Economic Theory, vol. 25(6), pages 1188-1211, December.
- Johanna Etner & Josselin Thuilliez & Hippolyte d'Albis, 2022. "Vaccination under pessimistic expectations in clinical trials and immunization campaigns," Working Papers halshs-03763363, HAL.
- Johanna Etner & Hippolyte d'Albis & Josselin Thuilliez, 2022. "Vaccination under pessimistic expectations in clinical trials and immunization campaigns," Post-Print hal-04006136, HAL.
- Hippolyte d'Albis & Johanna Etner & Josselin Thuilliez, 2023. "Vaccination under pessimistic expectations in clinical trials and immunization campaigns," PSE-Ecole d'économie de Paris (Postprint) halshs-04571243, HAL.
- Johanna Etner & Josselin Thuilliez & Hippolyte d'Albis, 2022. "Vaccination under pessimistic expectations in clinical trials and immunization campaigns," PSE Working Papers halshs-03763363, HAL.
- Hippolyte d'Albis & Johanna Etner & Josselin Thuilliez, 2023. "Vaccination under pessimistic expectations in clinical trials and immunization campaigns," Post-Print halshs-03920495, HAL.
- Johanna Etner & Josselin Thuilliez & Hippolyte d'Albis, 2022. "Vaccination under pessimistic expectations in clinical trials and immunization campaigns," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-03763363, HAL.
- Hippolyte d'Albis & Johanna Etner & Josselin Thuilliez, 2023. "Vaccination under pessimistic expectations in clinical trials and immunization campaigns," Post-Print halshs-04571243, HAL.
- Hippolyte d'Albis & Johanna Etner & Josselin Thuilliez, 2023. "Vaccination under pessimistic expectations in clinical trials and immunization campaigns," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-03920495, HAL.
- Hippolyte d'Albis & Johanna Etner & Josselin Thuilliez, 2023. "Vaccination under pessimistic expectations in clinical trials and immunization campaigns," PSE-Ecole d'économie de Paris (Postprint) halshs-03920495, HAL.
- Yacine Aït-Sahalia & Felix Matthys & Emilio Osambela & Ronnie Sircar, 2021.
"When Uncertainty and Volatility Are Disconnected: Implications for Asset Pricing and Portfolio Performance,"
Finance and Economics Discussion Series
2021-063, Board of Governors of the Federal Reserve System (U.S.).
- Yacine Aït-Sahalia & Felix Matthys & Emilio Osambela & Ronnie Sircar, 2021. "When Uncertainty and Volatility Are Disconnected: Implications for Asset Pricing and Portfolio Performance," NBER Working Papers 29195, National Bureau of Economic Research, Inc.
- Doron Nisani & Mahmoud Qadan & Amit Shelef, 2022. "Risk and Uncertainty at the Outbreak of the COVID-19 Pandemic," Sustainability, MDPI, vol. 14(14), pages 1-12, July.
- Ronald Klingebiel & Feibai Zhu, 2023. "Ambiguity aversion and the degree of ambiguity," Journal of Risk and Uncertainty, Springer, vol. 67(3), pages 299-324, December.
- Tengfei Zhang, 2020. "Manager Uncertainty and Cross-Sectional Stock Returns," 2020 Papers pzh934, Job Market Papers.
- Fu, Ruonan & Melenberg, Bertrand & Schweizer, Nikolaus, 2023. "Comment on “A theoretical foundation of ambiguity measurement” [J. Econ. Theory 187 (2020) 105001]," Journal of Economic Theory, Elsevier, vol. 207(C).
- Takanori Adachi, 2023. "Hierarchical Structure of Uncertainty," Papers 2311.14219, arXiv.org, revised Sep 2024.
- Ben-Rephael, Azi & Cookson, J. Anthony & izhakian, yehuda, 2022. "Do I Really Want to Hear The News? Public Information Arrival and Investor Beliefs," SocArXiv ud7yw, Center for Open Science.
- Martín Egozcue & Luis Fuentes García & Ričardas Zitikis, 2023. "The Slicing Method: Determining Insensitivity Regions of Probability Weighting Functions," Computational Economics, Springer;Society for Computational Economics, vol. 61(4), pages 1369-1402, April.
- Takao Asano & Xiaojing Cai & Ryuta Sakemoto, 2023. "Time-varying ambiguity shocks and business cycles," KIER Working Papers 1094, Kyoto University, Institute of Economic Research.
- Kim, Eung-Bin & Byun, Suk-Joon, 2021. "Risk, ambiguity, and equity premium: International evidence," International Review of Economics & Finance, Elsevier, vol. 76(C), pages 321-335.
- Doron Nisani, 2023. "On the General Deviation Measure and the Gini coefficient," International Journal of Economic Theory, The International Society for Economic Theory, vol. 19(3), pages 599-610, September.
- Lago-Balsalobre, Rubén & Rojo-Suárez, Javier & Alonso-Conde, Ana B., 2023. "Cross-sectional implications of dynamic asset pricing with stochastic volatility and ambiguity aversion," The North American Journal of Economics and Finance, Elsevier, vol. 66(C).
- Luo, Di & Mishra, Tapas & Yarovaya, Larisa & Zhang, Zhuang, 2021. "Investing during a Fintech Revolution: Ambiguity and return risk in cryptocurrencies," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 73(C).
- Krivenko, Pavel, 2023. "Asset prices in a labor search model with confidence shocks," Journal of Economic Dynamics and Control, Elsevier, vol. 146(C).
- Chen, Qiang & Han, Yu, 2023. "Options market ambiguity and its information content," Journal of Financial Markets, Elsevier, vol. 64(C).
- Yanchu Liu & Chen Liu & Yiyao Chen & Xianming Sun, 2024. "Option‐Implied Ambiguity and Equity Return Predictability," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 44(9), pages 1556-1577, September.
- Ben-Rephael, Azi & Cookson, J. Anthony & izhakian, yehuda, 2022. "Trading, Ambiguity and Information in the Options Market," SocArXiv ewunv, Center for Open Science.
- Karahan, Cenk C. & Soykök, Emre, 2022. "Term premium dynamics in an emerging market: Risk, liquidity, and behavioral factors," International Review of Financial Analysis, Elsevier, vol. 84(C).
- Mahmoud Ayoub & Mahmoud Qadan, 2024. "Financial ambiguity and oil prices," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 10(1), pages 1-23, December.
- Bose, Subir & Daripa, Arup, 2022. "Eliciting ambiguous beliefs using constructed ambiguous acts: Alpha-maxmin," Journal of Mathematical Economics, Elsevier, vol. 103(C).
- Ilke Aydogan & Loïc Berger & Vincent Théroude, 2023. "More Ambiguous or More Complex? An Investigation of Individual Preferences under Uncertainty," Working Papers of BETA 2023-10, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
- Li, Wenhui & Ockenfels, Peter & Wilde, Christian, 2021. "The effect of ambiguity on price formation and trading behavior in financial markets," SAFE Working Paper Series 326, Leibniz Institute for Financial Research SAFE.
- Wagner, Moritz & Wei, Xiaopeng, 2024. "Ambiguous investor sentiment," Finance Research Letters, Elsevier, vol. 67(PA).
- Ilke AYDOGAN & Loïc BERGER & Vincent THEROUDE, 2023. "More Ambiguous or More Complex? An Investigation of Individual Preferences under Model Uncertainty," Working Papers 2023-iRisk-02, IESEG School of Management.
- Michael Greinecker & Christoph Kuzmics, 2022. "Limit Orders and Knightian Uncertainty," Papers 2208.10804, arXiv.org.
- Shust, Efrat, 2024. "The ambiguous December," Finance Research Letters, Elsevier, vol. 61(C).
- Qiang Chen & Yu Han & Ying Huang, 2024. "Market‐wide overconfidence and stock returns," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 44(1), pages 3-26, January.
- Li, Wenhui & Wilde, Christian, 2021. "Separating the effects of beliefs and attitudes on pricing under ambiguity," SAFE Working Paper Series 311, Leibniz Institute for Financial Research SAFE.