Propensity for hedging and ambiguity aversion
type: Item
instance of: scholarly article
title: Propensity for hedging and ambiguity aversion
zbMATH Open document ID: 1477.91016
author: Zaier Aouani
author: Alain Chateauneuf
author: Caroline Ventura
published in: Journal of Mathematical Economics
publication date: 2021-12-09T00:00:00Z
Mathematics Subject Classification ID: 91B06
Mathematics Subject Classification ID: 91G20
zbMATH DE Number: 7441535
zbMATH Keywords: ambiguity
zbMATH Keywords: anticomonotonicity
zbMATH Keywords: propensity for hedging
zbMATH Keywords: pseudo-convex
zbMATH Keywords: attraction for certainty
zbMATH Keywords: proper hedges
MaRDI profile type: Publication
full work available at URL: j.jmateco.2021.102543
OpenAlex ID: W3182117122
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DOI: 10.1016/J.JMATECO.2021.102543
description: scientific article; zbMATH DE number 7441535