Expected utility theory, optimal portfolios, and polyhedral coherent risk measures (Q891103): Difference between revisions
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Revision as of 01:32, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Expected utility theory, optimal portfolios, and polyhedral coherent risk measures |
scientific article |
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Expected utility theory, optimal portfolios, and polyhedral coherent risk measures (English)
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16 November 2015
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expected utility theory
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polyhedral coherent risk measure
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conditional value-at-risk
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spectral risk measure
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portfolio optimization
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