Browsing Documentos Indexados pela Web of Science by Author "Silva, Pietro da"

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    • Ambiguity aversion in the long run: "to disagree, we must also agree" 

      Araújo, Aloísio Pessoa de; Silva, Pietro da; Faro, José Heleno
      2016-09
      We consider an economy populated by smooth ambiguity-averse agents with complete markets of securities contingent to economic scenarios, where bankruptcy is permitted but there is a penalty for it. We show that if agents' ...