Ambiguity aversion and underdiversification
Year of publication: |
August 2016
|
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Authors: | Guidolin, Massimo ; Liu, Hening |
Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 51.2016, 4, p. 1297-1323
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Subject: | Entscheidung unter Unsicherheit | Decision under uncertainty | Allgemeines Gleichgewicht | General equilibrium | Theorie | Theory | Risikoaversion | Risk aversion |
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