From sure to strong diversification
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Publication:2642872
DOI10.1007/S00199-006-0126-2zbMATH Open1190.91072OpenAlexW2052973993MaRDI QIDQ2642872FDOQ2642872
Authors: Alain Chateauneuf, Ghizlane Lakhnati 
Publication date: 6 September 2007
Published in: Economic Theory (Search for Journal in Brave)
Full work available at URL: https://halshs.archives-ouvertes.fr/halshs-00194670
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Cites Work
- Title not available (Why is that?)
- The Dual Theory of Choice under Risk
- Continuity Properties of Paretian Utility
- Diversification, convex preferences and non-empty core in the Choquet expected utility model.
- Risk seeking with diminishing marginal utility in a non-expected utility model
- A Schur concave characterization of risk aversion for non-expected utility preferences
- Risk aversion in the theory of expected utility with rank dependent probabilities
- Separating marginal utility and probabilistic risk aversion
- Asset Demand Without the Independence Axiom
- Anticipated utility: A measure representation approach
- Comonotonicity axioms and rank-dependent expected utility theory for arbitrary consequences
- Characterization of symmetrical monotone risk aversion in the RDEU model.
- Positivity of bid-ask spreads and symmetrical monotone risk aversion
Cited In (10)
- Risk attitudes in axiomatic decision theory: a conceptual perspective
- Comparative statics in an ordinal theory of choice under risk
- Do investors like to diversify? A study of Markowitz preferences
- Asset Demand Without the Independence Axiom
- Diversification, convex preferences and non-empty core in the Choquet expected utility model.
- Preferences over all random variables: incompatibility of convexity and continuity
- Risk preferences and their robust representation
- Concave/convex weighting and utility functions for risk: a new light on classical theorems
- Optimal sharing with an infinite number of commodities in the presence of optimistic and pessimistic agents
- Diversification preferences in the theory of choice
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