Risk Aversion, Indivisible Timing Options, and Gambling

DOI10.1287/opre.1120.1131zbMath1268.91165OpenAlexW2155915016MaRDI QIDQ5301116

Vicky Henderson, David G. Hobson

Publication date: 2 July 2013

Published in: Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/opre.1120.1131

zbMATH Keywords

utilityoptimal controlapplicationsdecision analysispreferencesportfolio theorysequentialcorporate finance

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Portfolio theory (91G10) Probabilistic games; gambling (91A60)

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