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

From MaRDI portal
Added link to MaRDI item.
Import240304020342 (talk | contribs)
Set profile property.
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank

Revision as of 01:29, 5 March 2024

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

    Statements

    Certainty equivalent measures of risk (English)
    0 references
    0 references
    0 references
    7 March 2017
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    coherent measures of risk
    0 references
    convex measures of risk
    0 references
    stochastic optimization
    0 references
    risk-averse preferences
    0 references
    utility theory
    0 references
    log-exponential convex measures of risk
    0 references