Non-diversified portfolios with subjective expected utility

DOI10.1016/J.ECONLET.2024.112036MaRDI QIDQ6665063zbMATH OpenFDO

Authors Christopher P. Chambers, Georgios Gerasimou

Publication date 16 January 2025

Published in Economics Letters (Search for Journal in Brave)

zbMATH Keywords

demandsubjective expected utilityrevealed preferenceinvestment under uncertaintynon-diversification

Mathematics Subject Classification ID

Portfolio theory (91G10) Utility theory (91B16)

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Cites work

• scientific article; zbMATH DE number 3087284 (Why is no real title available?)
• Convex Analysis
• Financial complexity and trade
• Infinite dimensional analysis. A hitchhiker's guide.
• Savage in the market

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