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Chiaki Hara

Kyoto University

SCHOLARLY PAPERS

1

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Scholarly Papers (1)

1.

Efficient Allocations under Ambiguous Model Uncertainty

Number of pages: 68 Posted: 21 Nov 2022
Kyoto University, School of Economics and Finance, Queen Mary University of London, Bielefeld University - Center for Mathematical Economics and Paris School of Economics
Downloads 178 (424,491)

Abstract:

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Ambiguity sharing, model uncertainty, ambiguity aversion, pricing kernel