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Would Ambiguity Averse Investors Hedge Risk in Equity Markets?
Gleb Gertsman
,
Rik Frehen
,
Bas Werker
Center Ph. D. Students
Research Group: Finance
Department of Finance
Econometrics and Operations Research
Research output
:
Working paper
›
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66
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Business & Economics
Hedge
Equity Markets
Uncertainty
Investors
Derivative Markets
Derivatives
Inflation Risk Premium
Inflation Risk
Stock Market
Ambiguity Aversion
Crash
Risk Premium
Hedging
Assets