Browsing Produção Intelectual em Bases Externas by Title "Subadditive probabilities and portfolio inertia"
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Subadditive probabilities and portfolio inertia
1991-04-01We 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 ...


