A dual approach to ambiguity aversion (Q2399682)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A dual approach to ambiguity aversion |
scientific article; zbMATH DE number 6763943
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A dual approach to ambiguity aversion |
scientific article; zbMATH DE number 6763943 |
Statements
A dual approach to ambiguity aversion (English)
0 references
24 August 2017
0 references
ambiguity aversion
0 references
first-order stochastic dominance
0 references
separability
0 references
comonotonic sure-thing principle
0 references
rank-dependent utility
0 references
portfolio choice
0 references
0 references
0 references
0 references
0.8412852883338928
0 references
0.8288801908493042
0 references
0.8227834701538086
0 references
0.8191037774085999
0 references
0.8185351490974426
0 references
