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
scientific article
Language | Label | Description | Also known as |
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English | Certainty equivalent measures of risk |
scientific article |
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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