{"title":"Robust Decision Theory and Econometrics","authors":"G. Chamberlain","doi":"10.1146/annurev-economics-081919-042544","DOIUrl":null,"url":null,"abstract":"This review uses the empirical analysis of portfolio choice to illustrate econometric issues that arise in decision problems. Subjective expected utility (SEU) can provide normative guidance to an ...","PeriodicalId":47891,"journal":{"name":"Annual Review of Economics","volume":"12 1","pages":"239-271"},"PeriodicalIF":6.8000,"publicationDate":"2020-08-03","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1146/annurev-economics-081919-042544","citationCount":"5","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Annual Review of Economics","FirstCategoryId":"96","ListUrlMain":"https://doi.org/10.1146/annurev-economics-081919-042544","RegionNum":2,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q1","JCRName":"ECONOMICS","Score":null,"Total":0}
引用次数: 5
Abstract
This review uses the empirical analysis of portfolio choice to illustrate econometric issues that arise in decision problems. Subjective expected utility (SEU) can provide normative guidance to an ...
期刊介绍：
The Annual Review of Economics covers significant developments in the field of economics, including macroeconomics and money; microeconomics, including economic psychology; international economics; public finance; health economics; education; economic growth and technological change; economic development; social economics, including culture, institutions, social interaction, and networks; game theory, political economy, and social choice; and more.
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