Expected utility theory, optimal portfolios, and polyhedral coherent risk measures (Q891103): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1007/s10559-014-9678-5 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2013961361 / rank | |||
Normal rank | |||
Revision as of 14:37, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Expected utility theory, optimal portfolios, and polyhedral coherent risk measures |
scientific article |
Statements
Expected utility theory, optimal portfolios, and polyhedral coherent risk measures (English)
0 references
16 November 2015
0 references
expected utility theory
0 references
polyhedral coherent risk measure
0 references
conditional value-at-risk
0 references
spectral risk measure
0 references
portfolio optimization
0 references
