Mathematical Research Data Initiative
Main page
Recent changes
Random page
Help about MediaWiki
Create a new Item
Create a new Property
Create a new EntitySchema
Merge two items
In other projects
Discussion
View source
View history
Purge
English
Log in

Ambiguous Correlation

From MaRDI portal
Publication:5113191
Jump to:navigation, search

DOI10.1093/restud/rdy008zbMath1439.91017OpenAlexW4245525897MaRDI QIDQ5113191

Larry G. Epstein, Yoram Halevy

Publication date: 3 June 2020

Published in: The Review of Economic Studies (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/restud/rdy008


zbMATH Keywords

confidenceambiguitypreference elicitationEllsberg paradoxcorrelation neglect


Mathematics Subject Classification ID

Decision theory (91B06) Experimental studies (91A90)


Related Items (10)

Robust portfolio optimization with respect to spectral risk measures under correlation uncertainty ⋮ Portfolio concentration, portfolio inertia, and ambiguous correlation ⋮ Robust Consumption-Investment with Return Ambiguity: A Dual Approach with Volatility Ambiguity ⋮ Ellsberg meets Keynes at an urn ⋮ Correlated beliefs: predicting outcomes in \(2\times 2\) games ⋮ Robust state-dependent mean-variance portfolio selection: a closed-loop approach ⋮ Combining forecasts in the presence of ambiguity over correlation structures ⋮ Comparing ambiguous urns with different sizes ⋮ Uncertainty and compound lotteries: calibration ⋮ Robust investment strategies with two risky assets






This page was built for publication: Ambiguous Correlation

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:5113191&oldid=19630190"
Tools
What links here
Related changes
Special pages
Printable version
Permanent link
Page information
MaRDI portal item
This page was last edited on 8 February 2024, at 13:29.
Privacy policy
About MaRDI portal
Disclaimers
Imprint
Powered by MediaWiki