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Ambiguity Aversion and the Arbitrage Pricing Theory

https://doi.org/10.2139/ssrn.1626494
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30/30 checkable references clean · checked 2026-08-05

Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.

5 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.

The 30 checked references that resolve
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Intertemporal Asset Pricing under Knightian Uncertainty
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Ambiguity Aversion and Comparative Ignorance
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A simple approach to arbitrage pricing theory
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Information Uncertainty and Expected Returns
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Ambiguity, Learning, and Asset Returns
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A Smooth Model of Decision Making under Ambiguity
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The arbitrage theory of capital asset pricing
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The Arbitrage Pricing Theory: Is it Testable?
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The Limits of Arbitrage
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The 5 references without a DOI — listed, not checked
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no DOI — not checkedRecursive multiple-priors
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