Second-order uncertainty and naive diversification

DOI10.1016/J.ECONLET.2022.110554zbMATH Open1493.91038OpenAlexW4225388694MaRDI QIDQ2158669FDOQ2158669

Authors: Ola Mahmoud 

Publication date: 26 July 2022

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2022.110554

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zbMATH Keywords

ambiguitysecond-order uncertaintyprinciple of indifferencenaive diversification

Mathematics Subject Classification ID

Decision theory (91B06)

Cites Work

• Choice under complete uncertainty: Axiomatic characterizations of some decision rules
• Sur quelques applications des fonctions convexes et concaves au sens de I. Schur
• Rational Behavior under Complete Ignorance

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