A dual approach to ambiguity aversion (Q2399682)
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scientific article; zbMATH DE number 6763943
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A dual approach to ambiguity aversion |
scientific article; zbMATH DE number 6763943 |
Statements
A dual approach to ambiguity aversion (English)
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24 August 2017
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ambiguity aversion
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first-order stochastic dominance
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separability
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comonotonic sure-thing principle
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rank-dependent utility
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portfolio choice
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0.8412852883338928
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0.8288801908493042
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0.8227834701538086
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0.8191037774085999
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0.8185351490974426
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