Han N Özsöylev
Biographic Data
| ID | 8763077 |
|---|---|
| NAME | Han N Özsöylev |
| GIVEN NAMES | Han N |
| FAMILY NAME | Özsöylev |
| SIGNATURE | ÖZSÖYLEV H N |
| AFFILIATIONS | Özyeğin University Turkey |
| ORCID | 0000-0001-7761-8317 |
| VERIFIED | Yes |
| TOTAL WORKS | 2 |
| TOTAL CITATIONS | 0 |
| WORKS AS AUTHOR | 2 |
| WORKS AS EDITOR | 0 |
| FIRST PUBLICATION YEAR | 2018 |
| LATEST PUBLICATION YEAR | 2023 |
| H-INDEX | 0 |
Trading Ambiguity
We consider markets with heterogeneously ambiguous assets and heterogeneously ambiguity‐averse investors whose preferences are a parsimonious extension of the mean–variance framework. We study portfolio choice and trade upon arrival of public information, and show systematic departures from the predictions of standard theory, that occur in the direction of empirical regularities. In particular, our theory speaks to several phenomena in a unified …
Trading Ambiguity
No prominent works on this page.
Trading Ambiguity
Trading Ambiguity
We consider markets with heterogeneously ambiguous assets and heterogeneously ambiguity‐averse investors whose preferences are a parsimonious extension of the mean–variance framework. We study portfolio choice and trade upon arrival of public information, and show systematic departures from the predictions of standard theory, that occur in the direction of empirical regularities. In particular, our theory speaks to several phenomena in a unified …
Ambiguity (2 works) · Decision-Making and Behavioral Economics (2 works) · Economics (2 works) · Financial Markets and Investment Strategies (2 works) · Ambiguity aversion (1 work) · Asset allocation (1 work) · Business (1 work) · Capital asset pricing model (1 work) · Computer Science (1 work) · Earnings (1 work)