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dc.contributor.authorSimonsen, Mario Henrique
dc.contributor.authorWerlang, Sérgio Ribeiro da Costa
dc.date.accessioned2019-02-28T15:46:53Z
dc.date.available2019-02-28T15:46:53Z
dc.date.issued1991-04-01
dc.identifier.issn1980-2447
dc.identifier.urihttp://hdl.handle.net/10438/27102
dc.description.abstractWe show that in the presence of uncertainty (in the sense of Knight), as axiomatized by Schmeidler (1982, 1984) and Gilboa (1987) (as opposed to the classical view of Savage (1954)) one may obtain portfolio inertia with positive quantities held of all assets. We also present a comprehensive survey of the recent literature on uncertainty, with special emphasis on the subadditive probabilities model.eng
dc.description.abstractMostra-se que com preferências pela incerteza (no sentido de Knight) dadas pela axiomatização de Schmeidler (1982, 1984) e Gilboa (1987) (e não pela de Savage (1954)) pode-se obter inércia na escolha ótima de carteira com quantidades positivas de todos os ativos. O artigo também apresenta uma resenha unificada da literatura recente sobre a incerteza, com especial ênfase no modelo de probabilidades subaditivas.por
dc.language.isoeng
dc.publisherSociedade Brasileira de Econometria
dc.relation.ispartofseriesBrazilian Review of Econometrics
dc.sourcePeriódicos científicos e revistas FGV
dc.subjectUncertaintyeng
dc.subjectProbabilityeng
dc.subjectIncertezapor
dc.subjectProbabilidadepor
dc.titleSubadditive probabilities and portfolio inertiaeng
dc.typeArticle (Journal/Review)eng
dc.subject.areaEconomiapor
dc.subject.bibliodataInvestimentospor
dc.subject.bibliodataPrevisão econômicapor
dc.identifier.doi10.12660/bre.v11n11991.3007
dc.rights.accessRightsopenAccesseng
dc.identifier.file3007


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