Risk, ambiguity, and the value of diversification
Year of publication: |
2021
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Authors: | Berger, Loïc ; Eeckhoudt, Louis R. |
Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Catonsville, MD : INFORMS, ISSN 0025-1909, ZDB-ID 206345-1. - Vol. 67.2021, 3, p. 1639-1647
|
Subject: | diversification | ambiguity aversion | model uncertainty | hedging | Theorie | Theory | Entscheidung unter Unsicherheit | Decision under uncertainty | Risikoaversion | Risk aversion | Portfolio-Management | Portfolio selection | Hedging | Diversifikation | Diversification | Risiko | Risk | Entscheidung unter Risiko | Decision under risk |
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