UNCERTAINTY AVERSION, RISK-AVERSION, AND THE OPTIMAL CHOICE OF PORTFOLIO

被引：368

作者：

DOW, J ^{[1
]}

WERLANG, SRD ^{[1
]}

机构：

[1] FDN GETOLIO VARGAS,EPGE,BR-22250 RIO DE JANEIRO,BRAZIL

来源：

关键词：

D O I：

10.2307/2951685

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：197 / 204

页数：8

共 20 条

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[Anonymous], SUBJECTIVE PROBABILI

[2]

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[3]

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[4]

Bewley T., 1986, KNIGHTIAN DECISION 1

[5]

Choquet G., 1955, ANN I FOURIER, V5, P131, DOI [DOI 10.5802/AIF.53, 10.5802/aif.53]

[6]

DELLACHERIE C, 1970, LECTURE NOTES MATH, V191

[7]

Dempster A.P., 1967, ANN MATH STAT, V38, P205

[8]

DOW J, 1989, PREFERENCES COMMON K

[9] RISK, AMBIGUITY, AND THE SAVAGE AXIOMS [J].

ELLSBERG, D .

[10]

GILBOA I, 1987, J MATH ECON, V16, P65, DOI 10.1016/0304-4068(87)90022-X