Certainty equivalent measures of risk (Q513613): Difference between revisions

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Property / Mathematics Subject Classification ID: 91B30 / rank
 
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Property / Mathematics Subject Classification ID: 91B16 / rank
 
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Property / Mathematics Subject Classification ID: 91B06 / rank
 
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Property / Mathematics Subject Classification ID: 91G10 / rank
 
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Property / zbMATH DE Number: 6692549 / rank
 
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coherent measures of risk
Property / zbMATH Keywords: coherent measures of risk / rank
 
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convex measures of risk
Property / zbMATH Keywords: convex measures of risk / rank
 
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stochastic optimization
Property / zbMATH Keywords: stochastic optimization / rank
 
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risk-averse preferences
Property / zbMATH Keywords: risk-averse preferences / rank
 
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utility theory
Property / zbMATH Keywords: utility theory / rank
 
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log-exponential convex measures of risk
Property / zbMATH Keywords: log-exponential convex measures of risk / rank
 
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Revision as of 03:31, 1 July 2023

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Certainty equivalent measures of risk
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    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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