Living with ambiguity: prices and survival when investors have heterogeneous preferences for ambiguity

Scott Condie ()

Economic Theory, 2008, vol. 36, issue 1, pages 81-108

Keywords: Asset pricing; Recursive multiple priors; Survival; Heterogeneous investors; Ambiguity aversion; G12; D59 (search for similar items in EconPapers)
Date: 2008
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