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Game theory / Functional analysis / Utility / Expected utility hypothesis / Preference / Ordinal number / Ambiguity aversion / Choquet integral / Constructible universe / Decision theory / Mathematical analysis / Mathematics


AN AXIOMATIZATION OF SUBJECTIVE MEAN VARIANCE UTILITY UNDER AMBIGUITY XIANGYU QU A BSTRACT. Classical mean variance utility of Markowitzand Tobinhave relied on objective expected utility hypothesis. This
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Document Date: 2012-12-19 17:12:50


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