Article

Decreasing Aversion under Ambiguity

Frédéric Cherbonnier, and Christian Gollier

Keywords

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

Replaces

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

Reference

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

Published in

Journal of Economic Theory, vol. 157, 2015, pp. 606–623