Optimal portfolio with vector expected utility
From MaRDI portal
Publication:2453828
DOI10.1016/j.mathsocsci.2014.02.001zbMath1291.91187OpenAlexW2124517621MaRDI QIDQ2453828
Publication date: 11 June 2014
Published in: Mathematical Social Sciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.mathsocsci.2014.02.001
Related Items
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Ambiguity made precise: A comparative foundation
- First order versus second order risk aversion
- A two-person dynamic equilibrium under ambiguity
- Maxmin expected utility with non-unique prior
- Knightian decision theory. I.
- Differentiating ambiguity and ambiguity attitude
- Ordering ambiguous acts
- Alpha as Ambiguity: Robust Mean-Variance Portfolio Analysis
- Portfolio Choices and Asset Prices: The Comparative Statics of Ambiguity Aversion
- Risk, Ambiguity, and the Savage Axioms
- Stochastic Finance
- A Generalization of Pratt-Arrow Measure to Nonexpected-Utility Preferences and Inseparable Probability and Utility
- Uncertainty Aversion with Second-Order Utilities and Probabilities
- PORTFOLIO SELECTION WITH MONOTONE MEAN-VARIANCE PREFERENCES
- Vector Expected Utility and Attitudes Toward Variation
- Subjective Probability and Expected Utility without Additivity
- Ambiguity Aversion, Robustness, and the Variational Representation of Preferences
- Risk Aversion in the Small and in the Large
- A Smooth Model of Decision Making under Ambiguity
- Ambiguity, Risk, and Asset Returns in Continuous Time
- A Definition of Subjective Probability