AMBIGUITY AND PORTFOLIO INERTIA

DOI10.1142/S0219024902001699zbMath1107.91322MaRDI QIDQ3022083

Fulvio Fontini, Marcello Basili

Publication date: 22 June 2005

Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)

zbMATH Keywords

optimism and pessimismchoquet asset pricing rule

Mathematics Subject Classification ID

Utility theory (91B16)

Cites Work

• Information, trade and common knowledge
• On the use of capacities in modeling uncertainty aversion and risk aversion
• Efficient and Durable Decision Rules with Incomplete Information
• On the Possibility of Speculation under Rational Expectations
• Uncertainty Aversion, Risk Aversion, and the Optimal Choice of Portfolio
• A More Robust Definition of Subjective Probability
• A Definition of Uncertainty Aversion
• Sharing Beliefs: Between Agreeing and Disagreeing
• Existence of Equilibrium of Plans, Prices, and Price Expectations in a Sequence of Markets

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