Are generalized call-spreads efficient? (Q2457249): Difference between revisions

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+W2011090489
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+Core of convex distortions of a probability.
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+Normal rank
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+A Schur concave characterization of risk aversion for non-expected utility preferences
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+A REPRESENTATION RESULT FOR CONCAVE SCHUR CONCAVE FUNCTIONS
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+Non-additive measure and integral
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+Normal rank
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+Uncertainty Aversion, Risk Aversion, and the Optimal Choice of Portfolio
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+\(E\)-capacities and the Ellsberg paradox
@@ Property / cites work: \(E\)-capacities and the Ellsberg paradox / rank @@
+Normal rank
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+Intertemporal Asset Pricing under Knightian Uncertainty
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+Efficient sets with and without the expected utility hypothesis
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