Non-diversified portfolios with subjective expected utility

DOI10.1016/J.ECONLET.2024.112036MaRDI QIDQ6665063FDOQ6665063

Authors: Christopher P. Chambers, Georgios Gerasimou 

Publication date: 16 January 2025

Published in: Economics Letters (Search for Journal in Brave)

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zbMATH Keywords

demandsubjective expected utilityrevealed preferenceinvestment under uncertaintynon-diversification

Mathematics Subject Classification ID

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

Cites Work

• Convex Analysis
• Infinite dimensional analysis. A hitchhiker's guide.
• Title not available (Why is that?)
• Savage in the market
• Financial complexity and trade

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