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A dual approach to ambiguity aversion - MaRDI portal

A dual approach to ambiguity aversion (Q2399682)

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A dual approach to ambiguity aversion
scientific article

    Statements

    title
    A dual approach to ambiguity aversion (English)
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    author
    Antoine Bommier
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    publication date
    24 August 2017
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    zbMATH Keywords
    ambiguity aversion
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    first-order stochastic dominance
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    separability
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    comonotonic sure-thing principle
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    rank-dependent utility
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    portfolio choice
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    cites work
    Q5732164
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    Q5844986
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    Prospect Theory
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    Identifiers

    zbMATH DE Number
    6763943
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    OpenAlex ID
    W3124140963
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