A Dual Approach to Ambiguity Aversion


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Author / Producer

Date

2017-08

Publication Type

Journal Article

ETH Bibliography

yes

Citations

Altmetric
METADATA ONLY

Data

Rights / License

Publication status

published

Editor

Book title

Volume

71

Pages / Article No.

104 - 118

Publisher

Elsevier

Event

Edition / version

Methods

Software

Geographic location

Date collected

Date created

Subject

Ambiguity aversion; First-order stochastic dominance; Separability; Comonotonic sure-thing principle; Rank-dependent utility; Portfolio choice

Organisational unit

03877 - Bommier, Antoine / Bommier, Antoine check_circle
02120 - Dep. Management, Technologie und Ökon. / Dep. of Management, Technology, and Ec.

Notes

Funding

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