Second-order uncertainty and naive diversification

DOI10.1016/J.ECONLET.2022.110554MaRDI QIDQ2158669zbMATH OpenOpenAlexFDO

Authors Ola Mahmoud

Publication date 26 July 2022

Published in Economics Letters (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International

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

zbMATH Keywords

ambiguitynaive diversificationprinciple of indifferencesecond-order uncertainty

Mathematics Subject Classification ID

Decision theory (91B06)

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Cites work

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

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