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  • Search: subject:"preference for diversification"
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Year of publication
Subject
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Diversification 2 Diversifikation 2 Erwartungsnutzen 2 Expected utility 2 Correlation 1 Correlation Diversification 1 Dual Theory 1 Expected Utility Theory 1 Korrelation 1 Large spaces 1 Nutzen 1 Nutzenfunktion 1 Portfolio Diversification 1 Portfolio Theory 1 Portfolio diversification 1 Portfolio selection 1 Portfolio-Management 1 Portfoliodiversifikation 1 Preference for Diversification 1 Preference for diversification 1 Präferenztheorie 1 Random variable 1 Theorie 1 Theory 1 Theory of preferences 1 Utility 1 Utility function 1 Utility representations 1 Zufallsvariable 1 large spaces 1 preference for diversification 1 utility representations 1
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Online availability
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Free 2 Undetermined 1
Type of publication
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Article 2 Book / Working Paper 1
Type of publication (narrower categories)
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Arbeitspapier 1 Article 1 Article in journal 1 Aufsatz in Zeitschrift 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
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Language
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English 3
Author
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Assa, Hirbod 2 Zimper, Alexander 2 Dionne, Georges 1 Koumou, Gilles Boevi 1
Published in...
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Journal of Mathematical Economics 1 Journal of mathematical economics 1 Working papers 1
Source
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ECONIS (ZBW) 2 EconStor 1
Showing 1 - 3 of 3
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Coherent diversification measures in portfolio theory : an axiomatic foundation
Koumou, Gilles Boevi; Dionne, Georges - 2019
Persistent link: https://www.econbiz.de/10012139165
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Preferences over all random variables: Incompatibility of convexity and continuity
Assa, Hirbod; Zimper, Alexander - In: Journal of Mathematical Economics 75 (2018), pp. 71-83
We consider preferences over all random variables on a given nonatomic probability space. We show that non-trivial and complete preferences cannot simultaneously satisfy the two fundamental principles of convexity and continuity. As an implication of this incompatibility result there cannot...
Persistent link: https://www.econbiz.de/10012511628
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Cover Image
Preferences over all random variables : incompatibility of convexity and continuity
Assa, Hirbod; Zimper, Alexander - In: Journal of mathematical economics 75 (2018), pp. 71-83
Persistent link: https://www.econbiz.de/10012104026
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