An ambiguity measure under EUUP and its application to a portfolio problem
Hideki Iwaki
| Year of publication: |
2020
|
|---|---|
| Authors: | Iwaki, Hideki |
| Published in: |
Journal of mathematical finance. - [S.l.] : Scientific Research, ISSN 2162-2434, ZDB-ID 2657377-5. - Vol. 10.2020, 2, p. 287-305
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| Subject: | Ambiguity Measurement | Knightian Uncertainty | Expected Utility with Uncertain Probability (EUUP) | Portfolio Selection | Portfolio-Management | Portfolio selection | Theorie | Theory | Entscheidung unter Unsicherheit | Decision under uncertainty | Risiko | Risk | Erwartungsnutzen | Expected utility | Messung | Measurement |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.4236/jmf.2020.102018 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012545704