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Ambiguity and the Value of Hedging
16 references·1 citing·34 second hop
Ambiguity and the Value of Hedging (2014)Ambiguity and the Value of HedgingThe Effect of Ambiguity Aversion on Insurance and Self‐protection (2013)The Effect of Ambiguity Avers…Portfolio Choices and Asset Prices: The Comparative Statics of Ambiguity Aversion (2011)Portfolio Choices and Asset P…A Smooth Model of Decision Making under Ambiguity (2005)A Smooth Model of Decision Ma…Comparative Ignorance and the Ellsberg Paradox (2001)Comparative Ignorance and the…Hopes and Fears: the Conflicting Effects of Risk Ambiguity (1999)Hopes and Fears: the Conflict…Effects of Ambiguity in Market Experiments (1993)Effects of Ambiguity in Marke…Aspects of Rational Insurance Purchasing (1992)Aspects of Rational Insurance…Maxmin expected utility with non-unique prior (1989)Maxmin expected utility with …Maxmin Expected Utility with a Non-Unique Prior (1986)Maxmin Expected Utility with …Decision Making Under Ambiguity (1986)Decision Making Under Ambigui…Futures Markets and the Theory of the Firm Under Price Uncertainty (1980)Futures Markets and the Theor…Hedging and the Competitive Firm under Price Uncertainty (1979)Hedging and the Competitive F…Information, futures prices, and stabilizing speculation (1978)Information, futures prices, …On the theory of the competitive firm under price uncertainty (1971)On the theory of the competit…Aspects of Rational Insurance Purchasing (1968)Aspects of Rational Insurance…Risk, Ambiguity, and the Savage Axioms (1961)Risk, Ambiguity, and the Sava…Risk management and optimal capital structure under ambiguity (2020)Risk management and optimal c…Essays in the Theory of Risk-Bearing. (1972)Risk Aversion in the Small and in the Large (1976)Managerial Risk Preferences for Below-Target Returns (1980)International trade and exchange rate volatility (1992)Price determination in the EU ETS market: Theory and econometric analysis with market fundamentals (2012)Expectations and the neutrality of money (1972)ON THE EFFICIENCY OF COMPETITIVE STOCK MARKETS WHERE TRADES HAVE DIVERSE INFORMATION (1976)Asset Prices in an Exchange Economy (1978)Further results on the informational efficiency of competitive stock markets (1978)Asset Valuation in an Experimental Market (1982)International Commodity Agreements: An obituary notice (1996)Utility Theory for Decision Making (1971)Recent developments in modeling preferences: Uncertainty and ambiguity (1992)Chapter 18 A survey of behavioral finance (2003)Risk Aversion in the Small and in the Large (1964)Aspects of the Theory of Risk-Bearing. (1966)The Welfare Loss of Excess Health Insurance (1973)The Design of an Optimal Insurance Policy (1992)The Demand for Flood Insurance: Empirical Evidence (2000)Stochastic specification of production functions and economic implications (1978)Cash Crop Production, Food Price Volatility, and Rural Market Integration in the Third World (1992)Rising Food Prices, Food Price Volatility, and Social Unrest (2014)Multiple Criteria Decision Making, Multiattribute Utility Theory: The Next Ten Years (1992)Negotiation And Mediation (1992)Uncertainties in risk analysis: Six levels of treatment (1996)The Framing of Decisions and the Psychology of Choice (1981)Prospect theory: An analysis of decision under risk (1988)Advances in prospect theory: Cumulative representation of uncertainty (1992)Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach (2006)Risk Aversion in the Laboratory (2008)Sensitivity analysis: A review of recent advances (2015)Background Risk, Prudence, and the Demand for Insurance (1992)Ellsberg Revisited: An Experimental Study (2007)The Rich Domain of Uncertainty: Source Functions and Their Experimental Implementation (2011)
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References

  • 1961Risk, Ambiguity, and the Savage Axioms7,892 cited
  • 1989Maxmin expected utility with non-unique prior4,063 cited
  • 2005A Smooth Model of Decision Making under Ambiguity1,889 cited
  • 1971On the theory of the competitive firm under price uncertainty1,450 cited
  • 1968Aspects of Rational Insurance Purchasing738 cited
  • 1986Maxmin Expected Utility with a Non-Unique Prior668 cited
  • 1986Decision Making Under Ambiguity626 cited
  • 1992Aspects of Rational Insurance Purchasing609 cited
  • 1978Information, futures prices, and stabilizing speculation391 cited
  • 1979Hedging and the Competitive Firm under Price Uncertainty390 cited
  • 1980Futures Markets and the Theory of the Firm Under Price Uncertainty267 cited
  • 2011Portfolio Choices and Asset Prices: The Comparative Statics of Ambiguity Aversion237 cited
  • 1993Effects of Ambiguity in Market Experiments203 cited
  • 1999Hopes and Fears: the Conflicting Effects of Risk Ambiguity170 cited
  • 2013The Effect of Ambiguity Aversion on Insurance and Self‐protection164 cited
  • 2001Comparative Ignorance and the Ellsberg Paradox

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  • 2020Risk management and optimal capital structure under ambiguity17 cited