A dual approach to ambiguity aversion
Year of publication: |
August 2017
|
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Authors: | Bommier, Antoine |
Published in: |
Journal of mathematical economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4068, ZDB-ID 217625-7. - Vol. 71.2017, p. 104-118
|
Subject: | Ambiguity aversion | First-order stochastic dominance | Separability | Comonotonic sure-thing principle | Rank-dependent utility | Portfolio choice | Theorie | Theory | Risikoaversion | Risk aversion | Portfolio-Management | Portfolio selection | Nutzen | Utility | Entscheidung unter Unsicherheit | Decision under uncertainty | Entscheidung unter Risiko | Decision under risk |
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