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Ellsberg, D. Risk, ambiguity, and the savage axioms. 1961 Q. J. Econ.. 75 643-669
Maenhout, P.J. Robust portfolio rules and asset pricing. 2004 Rev. Financ. Stud.. 17 951-983
Sato, Y. Opacity in financial markets. 2014 Rev. Financ. Stud.. 27 3502-3546
Tepla, L. Optimal hedging and valuation of non-traded assets. 2000 Eur. Finance Rev.. 4 221-251
Uppal, R. ; Wang, T. Model misspecification and underdiversification. 2003 J. Finance. 58 2465-2486
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