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Decreasing Aversion under Ambiguity

Frédéric Cherbonnier, and Christian Gollier

Keywords

decreasing concavity; portfolio choice; smooth ambiguity aversion; maxmin;

Replaced by

Frédéric Cherbonnier, and Christian Gollier, “Decreasing Aversion under Ambiguity”, Journal of Economic Theory, vol. 157, 2015, pp. 606–623.

Reference

Frédéric Cherbonnier, and Christian Gollier, Decreasing Aversion under Ambiguity, June 2011, revised January 2015.

See also

Published in

June 2011, revised January 2015