Uncertainty aversion and portfolio inertia
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Publication:4899998
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Cites work
- scientific article; zbMATH DE number 3816010 (Why is no real title available?)
- A Definition of Uncertainty Aversion
- A two-person dynamic equilibrium under ambiguity
- An axiomatic approach to \(\varepsilon\)-contamination
- Characterizing optimism amd pessimism directly through comonotonicity
- Dynamic programming for non-additive stochastic objectives
- Maxmin expected utility with non-unique prior
- On the use of capacities in modeling uncertainty aversion and risk aversion
- Portfolio inertia and epsilon-contaminations
- Portfolio inertia under ambiguity
- Risk Aversion in the Small and in the Large
- Risk, ambiguity and the Savage axioms
- Sealed bid auctions with ambiguity: theory and experiments
- Search and Knightian uncertainty
- Subjective Probability and Expected Utility without Additivity
- Uncertainty Aversion, Risk Aversion, and the Optimal Choice of Portfolio
Cited in
(10)- Investment behavior under ambiguity: the case of pessimistic decision makers
- Welfare implications of mitigating investment uncertainty
- Uncertainty and Investment Dynamics
- Uncertain dynamics, correlation effects, and robust investment decisions
- Cash holdings, ambiguity aversion, and investment puzzles
- An exploration of the effects of pessimism and doubt on asset returns.
- Portfolio choices and asset prices: the comparative statics of ambiguity aversion
- Portfolio inertia and epsilon-contaminations
- Portfolio concentration, portfolio inertia, and ambiguous correlation
- Scale-invariant asset pricing and consumption/portfolio choice with general attitudes toward risk and uncertainty
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