A Dual Approach to Ambiguity Aversion

descriptionPublicationkeyboard_double_arrow_right Article , Research , Other literature type , Preprint 01 Jan 2014Embargo end date: 01 Jan 2014 Switzerland English Publisher:Elsevier BVJournal:SSRN Electronic Journal (eissn: 1556-5068,

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Authors: Antoine Bommier;

doi: 10.2139/ssrn.2538555 , 10.1016/j.jmateco.2017.05.003 , 10.3929/ethz-a-010336180

handle: 10419/171650 , 20.500.11850/97665

A Dual Approach to Ambiguity Aversion

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Abstract

Economics Working Paper Series, 14/207

Country

Switzerland

Related Organizations

ETH Zurich
Switzerland

Keywords

ambiguity aversion; first-order stochastic dominance; separability; comonotonic sure-thing principle; rank-dependent utility; saving behavior., Ambiguity aversion, Separability, comonotonic sure-thing principle, Portfolio theory, FOS: Mathematics, rank-dependent utility, first-order stochastic dominance, Utility theory, info:eu-repo/classification/ddc/510, Ambiguity aversion; First-order stochastic dominance; Separability; Comonotonic sure-thing principle; Rank-dependent utility; Saving behavior, ambiguity aversion, Saving behavior, ddc:330, separability, Rank-dependent utility, D81, portfolio choice, First-order stochastic dominance, saving behavior, Comonotonic sure-thing principle, Mathematics, jel: jel:D81

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