Diversification preferences in the theory of choice

DOI10.1007/s10203-016-0182-4zbMath1398.91173arXiv1507.02025OpenAlexW3125647549MaRDI QIDQ524890

Enrico G. De Giorgi, Ola Mahmoud

Publication date: 27 April 2017

Published in: Decisions in Economics and Finance (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1507.02025

zbMATH Keywords

risk aversiondiversificationportfolio choiceconvex preferences

Mathematics Subject Classification ID

Decision theory (91B06) Utility theory (91B16) Individual preferences (91B08) Portfolio theory (91G10)

Related Items (2)

A powerful tool for analyzing concave/convex utility and weighting functions ⋮ Preferences over all random variables: incompatibility of convexity and continuity

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