Observational equivalence and nonequivalence of subjective and robust mean-variance preferences (Q485584)
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scientific article; zbMATH DE number 6385523
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| English | Observational equivalence and nonequivalence of subjective and robust mean-variance preferences |
scientific article; zbMATH DE number 6385523 |
Statements
Observational equivalence and nonequivalence of subjective and robust mean-variance preferences (English)
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12 January 2015
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ambiguity aversion
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asset pricing
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robust mean-variance preferences
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0.7631145715713501
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0.7522653937339783
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0.7448376417160034
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0.733113169670105
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0.7236132621765137
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