Gilbert W. Bassett Jr Bassett

Selected Publications

Journal Article
Working Paper
Pessimistic portfolio allocation and Choquet expected utility

Recent developments in the theory of choice under uncertainty and risk yield a pessimistic decision theory […]

Gilbert W. Bassett Jr Bassett, Roger Koenker
1 September 2004 | Journal Article

Previous version

Pessimistic portfolio allocation and Choquet expected utility
Gilbert W. Bassett Jr Bassett, Roger Koenker, Gregory Kordas
7 June 2004 | CWP09/04
Pessimistic portfolio allocation and Choquet expected utility

Recent developments in the theory of choice under uncertainty and risk yield a pessimistic decision theory […]

Gilbert W. Bassett Jr Bassett, Roger Koenker, Gregory Kordas
7 June 2004 | CWP09/04

Latest version

Pessimistic portfolio allocation and Choquet expected utility
Gilbert W. Bassett Jr Bassett, Roger Koenker
1 September 2004 | Journal Article
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