UNCERTAINTY AVERSION AND PORTFOLIO INERTIA

DOI10.1111/j.1467-8586.2010.00366.xzbMath1254.91760OpenAlexW1984171892MaRDI QIDQ4899998

Takao Asano

Publication date: 10 January 2013

Published in: Bulletin of Economic Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-8586.2010.00366.x

zbMATH Keywords

uncertaintyportfolio inertiaepsilon-contaminations

Mathematics Subject Classification ID

Financial applications of other theories (91G80) Portfolio theory (91G10)

Cites Work

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• Uncertainty Aversion, Risk Aversion, and the Optimal Choice of Portfolio
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