Diversification Preferences in the Theory of Choice
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- Enrico G. De Giorgi & Ola Mahmoud, 2016. "Diversification preferences in the theory of choice," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 39(2), pages 143-174, November.
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Citations
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Cited by:
- Koumou, Gilles Boevi & Dionne, Georges, 2019. "Coherent diversification measures in portfolio theory: An axiomatic foundation," Working Papers 19-2, HEC Montreal, Canada Research Chair in Risk Management.
- Enrico G. De Giorgi & Ola Mahmoud, 2016. "Naive Diversification Preferences and their Representation," Papers 1611.01285, arXiv.org, revised Nov 2016.
- Assa, Hirbod & Zimper, Alexander, 2018.
"Preferences over all random variables: Incompatibility of convexity and continuity,"
Journal of Mathematical Economics,
Elsevier, vol. 75(C), pages 71-83.
- Hirbod Assa & Alexander Zimper, 2017. "Preferences Over all Random Variables: Incompatibility of Convexity and Continuity," Working Papers 201714, University of Pretoria, Department of Economics.
- repec:eee:jetheo:v:181:y:2019:i:c:p:143-159 is not listed on IDEAS
More about this item
JEL classification:
- D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
NEP fields
This paper has been announced in the following NEP Reports:- NEP-HPE-2015-07-11 (History & Philosophy of Economics)
- NEP-UPT-2015-07-11 (Utility Models & Prospect Theory)
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