کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
972136 | 932510 | 2006 | 10 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Portfolio inertia under ambiguity
دانلود مقاله + سفارش ترجمه
دانلود مقاله ISI انگلیسی
رایگان برای ایرانیان
کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
ریاضیات کاربردی
پیش نمایش صفحه اول مقاله
چکیده انگلیسی
We consider individual's portfolio selection problems. Introducing the concept of ambiguity, we show the existence of portfolio inertia under the assumptions that decision maker's beliefs are captured by an inner measure, and that her preferences are represented by the Choquet integral with respect to the inner measure. Under the concept of ambiguity, it is considered that a σ-algebra or even an algebra is not necessarily an appropriate collection of events to which a decision maker assigns probabilities. Furthermore, we study the difference between ambiguity and uncertainty by considering investors' behavior.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Mathematical Social Sciences - Volume 52, Issue 3, December 2006, Pages 223–232
Journal: Mathematical Social Sciences - Volume 52, Issue 3, December 2006, Pages 223–232
نویسندگان
Takao Asano,