Observational equivalence and nonequivalence of subjective and robust mean-variance preferences
Katsutoshi Wakai
| Year of publication: |
2014
|
|---|---|
| Authors: | Wakai, Katsutoshi |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 124.2014, 2, p. 219-221
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| Subject: | Ambiguity aversion | Asset pricing | Robust mean-variance preferences | Entscheidung unter Unsicherheit | Decision under uncertainty | Theorie | Theory | Risikoaversion | Risk aversion | CAPM | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010493720