Search Results - subject:"divergence preferences"

Breuer, Thomas; Csiszár, Imre - In: Mathematical finance : an international journal of … 26 (2016) 2, pp. 395-411

Persistent link: https://www.econbiz.de/10011577166

Cerný, Ales; Maccheroni, Fabio; Marinacci, Massimo; … - Collegio Carlo Alberto, Università degli Studi di Torino - 2008

divergence preferences (cf. [8]) and optimal portfolios generated by classical expected utility. As a special case we connect …

Persistent link: https://www.econbiz.de/10005405555

Černý, Aleš; Maccheroni, Fabio; Marinacci, Massimo; … - In: Journal of Mathematical Economics 48 (2012) 6, pp. 386-395

divergence preferences (see Maccheroni et al., 2006) and optimal portfolios generated by classical expected utility. As a special …

Persistent link: https://www.econbiz.de/10011065388