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2. A Mathematica-Based Interface for the Exploration of Inter- and Intra-Regional Financial Flows. (2024). Tsilika, Kyriaki.
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3. Functional Clustering of Discount Functions for Behavioral Investor Profiling. (2024). Rambaud, Salvador Cruz ; Martino, Roberta ; Ventre, Viviana ; Porreca, Annamaria ; Maturo, Fabrizio.
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1. Are financial markets pricing the net zero carbon transition? A reconsideration of the carbon premium. (2023). Gasparini, Matteo.
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2. On booms that never bust: Ambiguity in experimental asset markets with bubbles. (2020). Kujal, Praveen ; Hernan Gonzalez, Roberto ; Corgnet, Brice ; Hernan-Gonzalez, Roberto.
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3. Ambiguity and Investment Decisions: An Empirical Analysis on Mutual Fund Investor Behaviour. (2017). Tang, Chao.
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4. The effects of affiliations on the initial public offering pricing. (2017). Palmucci, Fabrizio ; Geranio, Manuela ; Mazzoli, Camilla.
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5. Market states and the risk-return tradeoff. (2017). Wang, Zijun ; Khan, Moosa M.
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6. Risk, ambiguity, and the exercise of employee stock options. (2017). Izhakian, Yehuda ; Yermack, David.
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7. Dynamic portfolio optimization with ambiguity aversion. (2017). Jin, Zeyu ; An, Yunbi ; Zhang, Jinqing.
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8. Robust asset pricing with stochastic hyperbolic discounting. (2017). Wang, Haijun.
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9. Ambiguity and the Tradeoff Theory of Capital Structure. (2016). Yermack, David ; Izhakian, Yehuda ; Zender, Jaime F.
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10. Reading the tea leaves: Model uncertainty, robust forecasts, and the autocorrelation of analysts’ forecast errors. (2016). Torous, Walter ; Linnainmaa, Juhani T ; Yae, James.
    In: Journal of Financial Economics.
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11. Ambiguity aversion and household portfolio choice puzzles: Empirical evidence. (2016). Peijnenburg, Kim ; Mitchell, Olivia ; Kouwenberg, Roy ; Dimmock, Stephen.
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12. What do asset prices have to say about risk appetite and uncertainty?. (2016). Hoerova, Marie ; Bekaert, Geert.
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13. Robust consumption and portfolio rules with time-varying model confidence. (2016). Lee, Seung Kyu ; Lim, Byung Hwa ; Jang, Bong-Gyu.
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14. Ambiguity and optimal portfolio choice with Value-at-Risk constraint. (2016). Park, Seyoung ; Jang, Bong-Gyu.
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17. Volatility of aggregate volatility and hedge funds returns. (2015). ARISOY, Yakup ; Agarwal, Vikas ; Naik, Narayan Y..
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18. Conţinutul analizei seriilor de timp financiare. (2015). Stefanescu, Razvan ; Dumitriu, Ramona.
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19. Ambiguity aversion and stock market participation: An empirical analysis. (2015). Harris, Richard ; Zhang, Ruogu ; Antoniou, Constantinos.
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23. Relevance of uncertainty on the volatility and trading volume in the US Treasury bond futures market. (2015). Laakkonen, Helinä.
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25. Measuring ambiguity aversion: A systematic experimental approach. (2014). Wilde, Christian ; Krahnen, Jan ; Ockenfels, Peter.
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26. Risk, Ambiguity, and the Exercise of Employee Stock Options. (2014). Yermack, David ; Izhakian, Yehuda.
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27. Market uncertainty, market sentiment, and the post-earnings announcement drift. (2014). Yeung, Danny ; Bird, Ron ; Choi, Daniel.
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28. The relationship between uncertainty and the market reaction to information: Is it influenced by stock-specific characteristics?. (2014). Yeung, Danny ; Bird, Ron ; Reddy, Krishna.
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30. The output gap and expected security returns. (2014). Biswas, Anindya.
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31. Macroeconomic risk and hedge fund returns. (2014). Brown, Stephen ; Bali, Turan G. ; Caglayan, Mustafa O..
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32. Options-implied variance and future stock returns. (2014). Qiu, Buhui ; Guo, Hui.
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33. Macroeconomic uncertainty and the cross-section of option returns. (2014). Aramonte, Sirio.
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34. Risk-return trade-off and serial correlation: Do volume and volatility matter?. (2014). Kinnunen, Jyri.
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35. The VIX, the variance premium and stock market volatility. (2014). Hoerova, Marie ; Bekaert, Geert.
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36. Inflation ambiguity and the term structure of U.S. Government bonds. (2013). Ulrich, Maxim.
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37. Quantifying survey expectations: What’s wrong with the probability approach?. (2013). Schmeling, Maik ; Breitung, Jörg.
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38. Dynamic return predictability in the Russian stock market. (2013). Kinnunen, Jyri.
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39. Macro-expectations, aggregate uncertainty, and expected term premia. (2013). Schrimpf, Andreas ; Schmeling, Maik ; Dick, Christian.
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40. An empirical analysis of the downside risk-return trade-off at daily frequency. (2013). Sévi, Benoît ; Sevi, Benoit.
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41. Information Environment and Equity Risk Premium Volatility Around the World. (2012). Zhang, Bohui ; Lau, Sie Ting.
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42. Keynes Meets Markowitz: The Trade-Off Between Familiarity and Diversification. (2012). wang, tan ; Uppal, Raman ; Boyle, Phelim ; Garlappi, Lorenzo.
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43. How do investors react under uncertainty?. (2012). Yeung, Danny ; Bird, Ron.
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44. Testing financial contagion on heteroskedastic asset returns in time-varying conditional correlation. (2012). Vahid, Farshid ; Choi, Pilsun ; Choe, Kwang-Il ; Nam, Kiseok.
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45. Asset Priving and Ambiguity: Empirical Evidence. (2011). Izhakian, Yehuda ; Brenner, Menachem.
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46. Ambiguity and Overconfidence. (2011). Izhakian, Yehuda ; Sade, Orly ; Brenner, Menachem.
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47. Quantifying survey expectations: Whats wrong with the probability approach?. (2011). Schmeling, Maik ; Breitung, Jörg.
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48. A theory of corporate financial decisions with liquidity and solvency concerns. (2011). Gryglewicz, Sebastian.
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49. Are voluntary disclosures that disavow the reliability of mandated fair value information informative or opportunistic?. (2011). Blacconiere, Walter G. ; Lewis, Melissa F. ; Johnson, Marilyn F. ; Frederickson, James R..
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50. Aggregate Idiosyncratic Volatility. (2010). zhang, xiaoyan ; Hodrick, Robert ; Bekaert, Geert.
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