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Decision under uncertainty
Mean-variance preferences
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mean-variance preferences
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monotone mean-variance preferences
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Constant proportion portfolio insurance
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Entscheidung unter Unsicherheit
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André, Eric
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Wakai, Katsutoshi
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Economics letters
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Crisp monetary acts in multiple-priors models of decision under ambiguity
André, Eric
- In:
Journal of mathematical economics
67
(
2016
),
pp. 153-161
Persistent link: https://www.econbiz.de/10011666160
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2
Observational equivalence and nonequivalence of subjective and robust
mean-variance
preferences
Wakai, Katsutoshi
- In:
Economics letters
124
(
2014
)
2
,
pp. 219-221
Persistent link: https://www.econbiz.de/10010493720
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