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Portfolio Inertia
3 references·0 citing·12 second hop
Portfolio Inertia (2017)Portfolio InertiaUncertainty Aversion, Risk Aversion, and the Optimal Choice of Portfolio (1992)Uncertainty Aversion, Risk Av…Mathematical methods of game and economic theory (1979)Mathematical methods of game …Aspects of the Theory of Risk-Bearing. (1966)Aspects of the Theory of Risk…Risk, Ambiguity, and the Savage Axioms (1961)Robust Portfolio Rules and Asset Pricing (2004)Subjective probability and expected utility without additivity (2004)Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach (2006)Collective Risk Management in a Flight to Quality Episode (2007)Theory of games and economic behavior (2019)Cooperative Fuzzy Games (1981)Coherent allocation of risk capital (2001)Intertemporal asset pricing under knightian uncertainty (2004)Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case (1969)On the measurement of inequality (1970)Risk Aversion and Incentive Effects (2002)
this work references cited by second hop

References

  • 1966Aspects of the Theory of Risk-Bearing.1,888 cited
  • 1992Uncertainty Aversion, Risk Aversion, and the Optimal Choice of Portfolio776 cited
  • 1979Mathematical methods of game and economic theory681 cited

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