Browsing by Author "Mukerji, S."
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Trading ambiguity: A tale of two heterogeneities
Mukerji, S.; Özsöylev, Han Nazmi; Tallon, J. M. (Wiley, 2023)We consider markets with heterogeneously ambiguous assets and heterogeneously ambiguity-averse investors whose preferences are a parsimonious extension of the mean–variance framework. We study portfolio choice and trade ...
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