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Property / full work available at URL: https://doi.org/10.1007/s11238-011-9255-6 / rank
 
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Latest revision as of 09:49, 5 July 2024

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Parametric multi-attribute utility functions for optimal profit under risk constraints
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    Parametric multi-attribute utility functions for optimal profit under risk constraints (English)
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    20 June 2012
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    risk measures
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    utility functions
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    non-expected utility theory
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    maxmin
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    conditional value-at-risk
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    loss aversion
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