Uncertainty aversion, risk aversion, and the optimal choice of portfolio

Dow, J., & Da Costa Werlang, S. R. (2004). Uncertainty aversion, risk aversion, and the optimal choice of portfolio. In Uncertainty in Economic Theory: Essays in Honor of David Schmeidler’s 65th Birthday (pp. 419–428). Routledge. https://doi.org/10.4324/9780203358061