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"Implied Ambiguity: Mean-Variance Inefficiency and Pricing Errors."

Chiaki Hara, Toshiki Honda (2022)

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DOI: 10.1287/MNSC.2021.4097

access: closed

type: Journal Article

metadata version: 2022-08-25

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  - journals/mansci/HaraH22
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Chiaki Hara, Toshiki Honda:
Implied Ambiguity: Mean-Variance Inefficiency and Pricing Errors. Manag. Sci. 68(6): 4246-4260 (2022)

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