AMBIGUOUS RISK AVERSION UNDER CAPACITY (Q4648666)

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scientific article; zbMATH DE number 6107701
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AMBIGUOUS RISK AVERSION UNDER CAPACITY
scientific article; zbMATH DE number 6107701

    Statements

    title
    AMBIGUOUS RISK AVERSION UNDER CAPACITY (English)
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    author
    Hong-Xia Wang
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    Shou-mei Li
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    publication date
    15 November 2012
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    zbMATH DE Number
    6107701
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    zbMATH Keywords
    ambiguous risk aversion
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    ambiguous risk premium
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    capacity
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    distortion function
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    distorted probability
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