Article
Decreasing Aversion under Ambiguity
Frédéric Cherbonnier, and Christian Gollier
Journal of Economic Theory
vol. 157, 2015, pp. 606–623
Reference
Frédéric Cherbonnier, and Christian Gollier, “Decreasing Aversion under Ambiguity”, Journal of Economic Theory, vol. 157, 2015, pp. 606–623.
Keywords
decreasing concavity; portfolio choice; smooth ambiguity aversion; maxmin;
Research partnership
Risk Attitude