Certainty equivalent measures of risk (Q513613): Difference between revisions
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Revision as of 12:38, 19 March 2024
scientific article
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English | Certainty equivalent measures of risk |
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Statements
Certainty equivalent measures of risk (English)
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7 March 2017
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coherent measures of risk
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convex measures of risk
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stochastic optimization
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risk-averse preferences
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utility theory
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log-exponential convex measures of risk
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