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- W2920932642 abstract "Portfolio theory is one of the important directions of financial research nowadays, its purpose is to achieve maximum profit or minimum risk. since the founding of the Von Neuman and Morgenstern (1947), the Expected Utility theory has been widely used in the decisionmaking of investors. However, in the process of portfolio, decision makers often aren't sure the probability of one or more of the interests. This uncertainty (or ambiguity) may affect the preferences of decision makers. Therefore, decision makers may want to add for ambiguity aversion to analysis. In this paper, the smooth ambiguity model is introduced to study the problem of portfolio, which can solve multiple problems of the subjective expected utility and smooth ambiguity. And the specific model is given under CARA utility function." @default.
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- W2920932642 date "2019-02-01" @default.
- W2920932642 modified "2023-09-23" @default.
- W2920932642 title "Analysis of optimal portfolio model under ambiguity" @default.
- W2920932642 cites W2006218802 @default.
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- W2920932642 doi "https://doi.org/10.1088/1742-6596/1168/5/052007" @default.
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