Decreasing aversion under ambiguity
type: Item
instance of: scholarly article
title: Decreasing aversion under ambiguity
zbMATH Open document ID: 1330.91172
author: Frédéric Cherbonnier
author: Christian Gollier
published in: Journal of Economic Theory
publication date: 2015-11-23T00:00:00Z
full work available at URL: cherbonnier 16899.pdf
Mathematics Subject Classification ID: 91G10
zbMATH DE Number: 6512922
zbMATH Keywords: decreasing concavity
zbMATH Keywords: portfolio choice
zbMATH Keywords: \(\alpha\)-MEU
zbMATH Keywords: smooth ambiguity aversion
zbMATH Keywords: maxmin
MaRDI profile type: Publication
OpenAlex ID: W2084851587
cites work: Risk, ambiguity and the Savage axioms
cites work: Maxmin expected utility with non-unique prior
cites work: Differentiating ambiguity and ambiguity attitude
cites work: The comparative statics of changes in risk revisited
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cites work: Portfolio choices and asset prices: the comparative statics of ambiguity aversion
cites work: Choosing Between Risky Prospects: The Characterization of Comparative Statics Results, and Location Independent Risk
cites work: Ordering ambiguous acts
cites work: A Smooth Model of Decision Making under Ambiguity
cites work: Risk Aversion in the Small and in the Large
cites work: Alpha as ambiguity: robust mean-variance portfolio analysis
cites work: Q5826088
DOI: 10.1016/J.JET.2015.01.002
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description: scientific article; zbMATH DE number 6512922