Entropic risk measures and their comparative statics in portfolio selection: coherence vs. convexity (Q1681531): Difference between revisions
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Revision as of 04:17, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Entropic risk measures and their comparative statics in portfolio selection: coherence vs. convexity |
scientific article |
Statements
Entropic risk measures and their comparative statics in portfolio selection: coherence vs. convexity (English)
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23 November 2017
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decision analysis
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entropic risk measure
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portfolio selection
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Ross risk aversion
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risk vulnerability
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