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~subject:"Expected Utility with Uncertain Probability (EUUP)"
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Expected Utility with Uncertain Probability (EUUP)
Decision under uncertainty
7
Entscheidung unter Unsicherheit
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Portfolio selection
6
Portfolio-Management
6
Theorie
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Theory
6
Risiko
4
Risk
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Ambiguity
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Comparative statics
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Decision theory
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Entscheidungstheorie
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Erwartungsnutzen
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Expected utility
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Risikoaversion
3
Risk aversion
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Ambiguity aversion
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Anlageverhalten
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Behavioural finance
2
Prospect Theory
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Prospect theory
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Smooth ambiguity model
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Ambiguity Measurement
1
CAPM
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Consumption theory
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Convex Duality
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Iwaki, Hideki
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Journal of mathematical finance
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An ambiguity measure under EUUP and its application to a portfolio problem
Iwaki, Hideki
- In:
Journal of mathematical finance
10
(
2020
)
2
,
pp. 287-305
Persistent link: https://www.econbiz.de/10012545704
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