Beyond expected utility: subjective risk aversion and optimal portfolio choice under convex shortfall risk measures (Q2184073): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/j.ejor.2020.02.040 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W3015041021 / rank | |||
Normal rank | |||
Revision as of 23:57, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Beyond expected utility: subjective risk aversion and optimal portfolio choice under convex shortfall risk measures |
scientific article |
Statements
Beyond expected utility: subjective risk aversion and optimal portfolio choice under convex shortfall risk measures (English)
0 references
27 May 2020
0 references
decision analysis
0 references
convex shortfall risk measures
0 references
entropic risk measure
0 references
portfolio selection
0 references
risk aversion
0 references
