Internet Appendix for 'Ambiguity and Reality'
38 Pages Posted: 17 Feb 2013 Last revised: 4 Dec 2014
Date Written: December 4, 2014
This internet appendix provides additional derivations, results, and robustness checks to support the findings of the main paper.
The paper "Ambiguity and Reality" to which this appendix applies is available at the following URL: http://ssrn.com/abstract=1668569
Keywords: Knightian Uncertainty, Model Risk, Ambiguity Aversion, Robust Econometrics, Portfolio Choice, Option Pricing
JEL Classification: C13, C15, D81, G11, G12
Suggested Citation: Suggested Citation