Decreasing aversion under ambiguity (Q894043)
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scientific article; zbMATH DE number 6512922
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Decreasing aversion under ambiguity |
scientific article; zbMATH DE number 6512922 |
Statements
Decreasing aversion under ambiguity (English)
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23 November 2015
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decreasing concavity
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portfolio choice
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\(\alpha\)-MEU
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smooth ambiguity aversion
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maxmin
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0.88234353
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0.86733085
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0.85686195
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0.8568355
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0.8490807
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0.8431728
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