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  • Search: subject:"Yaari's dual theory"
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Subject
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Portfolio selection 2 Portfolio-Management 2 Präferenztheorie 2 Risiko 2 Risk 2 Theory of preferences 2 Yaari's dual theory 2 Yaari's dual theory of choice 2 Decision 1 Entscheidung 1 Erwartungsnutzen 1 Expected utility 1 Hoeffding-Fréchet bounds 1 Incomplete market 1 Incomplete market models 1 Incomplete preferences 1 Insurance 1 Measurement 1 Messung 1 Optimization under monotonicity constraints 1 Risikomaß 1 Risk measure 1 Savings 1 Sparen 1 State-dependent preferences 1 Stochastic orders 1 Theorie 1 Theory 1 Unvollkommener Markt 1 Versicherung 1 preference robust distortion risk measure 1 risk capital allocation 1 saving 1 worst-case distortion function 1
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Undetermined 2 Free 1
Type of publication
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Article 4
Type of publication (narrower categories)
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Article in journal 3 Aufsatz in Zeitschrift 3
Language
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English 3 Undetermined 1
Author
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Maccheroni, Fabio 1 Machnes, Yaffa 1 Reif, Shifra 1 Rüschendorf, Ludger 1 Vanduffel, Steven 1 Wang, Wei 1 Xu, Huifu 1
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Published in...
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Decisions in economics and finance : a journal of applied mathematics 1 Economic Theory 1 Mathematical finance : an international journal of mathematics, statistics and financial economics 1 Risk and decision analysis 1
Source
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ECONIS (ZBW) 3 RePEc 1
Showing 1 - 4 of 4
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Preference robust distortion risk measure and its application
Wang, Wei; Xu, Huifu - In: Mathematical finance : an international journal of … 33 (2023) 2, pp. 389-434
Persistent link: https://www.econbiz.de/10014278678
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On the construction of optimal payoffs
Rüschendorf, Ludger; Vanduffel, Steven - In: Decisions in economics and finance : a journal of … 43 (2020) 1, pp. 129-153
Persistent link: https://www.econbiz.de/10012285394
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Savings and insurance within the dual theory of choice
Machnes, Yaffa; Reif, Shifra - In: Risk and decision analysis 4 (2013) 4, pp. 235-241
Persistent link: https://www.econbiz.de/10010475801
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Yaari's dual theory without the completeness axiom
Maccheroni, Fabio - In: Economic Theory 23 (2004) 3, pp. 701-714
This note shows how Yaari (1987)'s dual theory of choice under risk naturally extends to the case of incomplete preferences. This also provides an axiomatic characterization of a large and widely studied class of stochastic orders used to rank the riskiness of random variables or the dispersion...
Persistent link: https://www.econbiz.de/10005178715
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