Endogenous incompleteness of financial markets: the role of ambiguity and ambiguity aversion
type: Item
instance of: scholarly article
title: Endogenous incompleteness of financial markets: the role of ambiguity and ambiguity aversion
zbMATH Open document ID: 1180.91137
author: Francesca Rinaldi
published in: Journal of Mathematical Economics
publication date: 2010-01-08T00:00:00Z
Mathematics Subject Classification ID: 91B24
Mathematics Subject Classification ID: 91G99
Mathematics Subject Classification ID: 91B16
zbMATH DE Number: 5655234
zbMATH Keywords: ambiguity
zbMATH Keywords: variational preferences
zbMATH Keywords: idiosyncratic risk
zbMATH Keywords: risk sharing
zbMATH Keywords: trading
MaRDI profile type: Publication
full work available at URL: j.jmateco.2009.07.004
OpenAlex ID: W2055949267
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DOI: 10.1016/J.JMATECO.2009.07.004
description: scientific article; zbMATH DE number 5655234