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Publications by Gregory Kordas

Pessimistic Portfolio Allocation and Choquet Expected Utility

Working Paper Series

English

Related publications

Information, Expected Utility, and Portfolio Choice

Journal of Financial and Quantitative Analysis

English

Expected Multi-Utility Representations

Mathematical Social Sciences

Political Science

Social Sciences

English

The Experienced Utility of Expected Utility Approaches

English

Boundedly Rational Expected Utility Theory

SSRN Electronic Journal

English

A Stochastic Expected Utility Theory

SSRN Electronic Journal

English

Cautious Expected Utility and the Certainty Effect

English

Learning, Ambiguity and Life-Cycle Portfolio Allocation

Review of Economic Dynamics

English

Subjective Probability and Expected Utility Without Additivity

English

Maximization of Utility and Portfolio Selection Models

Cadernos do IME - Série Matemática

English