Portfolio inertia under ambiguity
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Publication:859589
DOI10.1016/j.mathsocsci.2006.07.003zbMath1153.91456OpenAlexW2108131882MaRDI QIDQ859589
Publication date: 16 January 2007
Published in: Mathematical Social Sciences (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/11094/13984
Related Items
Uncertain random mean–variance–skewness models for the portfolio optimization problem ⋮ Ambiguity aversion and trade ⋮ UNCERTAINTY AVERSION AND PORTFOLIO INERTIA ⋮ Portfolio inertia and epsilon-contaminations ⋮ The no-trade interval of Dow and Werlang: some clarifications ⋮ An axiomatization of Choquet expected utility with cominimum independence
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