Ambiguity and Asset Pricing

ESEM
Presenter(s) Type Length Chair Room Number Add to calendar
Thomas Dangl Dmitry Makarov Yud Izhakian Contributed Sessions 28/08 16:30 CEST
75
mins
Yud Izhakian
40.146
Add to Calendar 2023-08-28 16:30:00 2024-06-13 16:50:51 EEA-ESEM 2023: Ambiguity and Asset Pricing. Room: 40.146 EEA-ESEM 2023 congress@eeassoc.org Europe/Rome public

Papers

(Listed in order of presenters above)

Conservative Holdings, Aggressive Trades: Ambiguity, Learning, and Equilibrium Flows

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On ambiguity-seeking behavior in finance models with smooth ambiguity

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Trading, Ambiguity and Information in the Options Market

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Presentations

Conservative Holdings, Aggressive Trades: Ambiguity, Learning, and Equilibrium Flows

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On ambiguity-seeking behavior in finance models with smooth ambiguity

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Trading, Ambiguity and Information in the Options Market