Investment under ambiguity with the best and worst in mind
type: Item
instance of: scholarly article
title: Investment under ambiguity with the best and worst in mind
zbMATH Open document ID: 1255.91394
author: David Schröder
published in: Mathematics and Financial Economics
publication date: 2013-01-20T00:00:00Z
full work available at URL: Knight.pdf
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 91B06
Mathematics Subject Classification ID: 91B08
zbMATH DE Number: 6127187
zbMATH Keywords: investment decision
zbMATH Keywords: ambiguity
zbMATH Keywords: Knightian uncertainty
zbMATH Keywords: ambiguity aversion
zbMATH Keywords: optimism
zbMATH Keywords: pessimism
zbMATH Keywords: real option
zbMATH Keywords: dynamic consistency
MaRDI profile type: Publication
OpenAlex ID: W2106377847
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DOI: 10.1007/S11579-011-0036-3
description: scientific article; zbMATH DE number 6127187