Generalised mean-risk preferences (Q508379): Difference between revisions
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Property / MaRDI profile type: MaRDI publication profile / rank | |||
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Property / full work available at URL: https://doi.org/10.1016/j.jet.2016.11.004 / rank | |||
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Property / OpenAlex ID: W2555919024 / rank | |||
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Latest revision as of 09:47, 13 July 2024
scientific article
Language | Label | Description | Also known as |
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English | Generalised mean-risk preferences |
scientific article |
Statements
Generalised mean-risk preferences (English)
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10 February 2017
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mean-risk preferences
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deviation measures
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coherent risk measures
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CAPM
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