Endogenous incompleteness of financial markets: The role of ambiguity and ambiguity aversion

Journal of Mathematical Economics

Volumn 45, Issue 12, 2009, Pages 880-901

  Rinaldi, Francesca ^a  

^a UNIVERSITY OF MANCHESTER   (United Kingdom)

Author keywords

Ambiguity; Idiosyncratic risk; Risk sharing; Trading; Variational preferences

Indexed keywords

EID: 70849089716     PISSN: 03044068     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jmateco.2009.07.004     Document Type: Article

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