Comparative statics under κ‐ambiguity for log‐Brownian asset prices

DOI10.1111/ijet.12100zbMath1398.91287OpenAlexW2546800908MaRDI QIDQ4584824

Weidong Tian, De-Jian Tian

Publication date: 4 September 2018

Published in: International Journal of Economic Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/ijet.12100

zbMATH Keywords

risk aversioncomparative statics\(\kappa\)-ambiguity

Mathematics Subject Classification ID

Utility theory (91B16)

Related Items (2)

A generalized stochastic differential utility driven by \(G\)-Brownian motion ⋮ Portfolio choices: comparative statics under both expected return and volatility uncertainty

This page was built for publication: Comparative statics under κ‐ambiguity for log‐Brownian asset prices