Article
Decreasing Aversion under Ambiguity
Frédéric Cherbonnier et Christian Gollier
Journal of Economic Theory
vol. 157, 2015, p. 606–623
Référence
Frédéric Cherbonnier et Christian Gollier, « Decreasing Aversion under Ambiguity », Journal of Economic Theory, vol. 157, 2015, p. 606–623.
Mots-clés
decreasing concavity; portfolio choice; smooth ambiguity aversion; maxmin;
Partenaire de recherche
Risk Attitude