DESIRABLE PROPERTIES OF AN IDEAL RISK MEASURE IN PORTFOLIO THEORY (Q3520392): Difference between revisions

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+Coherent Measures of Risk
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+Normal rank
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+Decision analysis using targets instead of utility functions.
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+Expected utility without utility
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+Normal rank
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+The classification of parametric choices under uncertainty: analysis of the portfolio choice problem
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+THE PROPER USE OF RISK MEASURES IN PORTFOLIO THEORY
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+Safety-first analysis and stable Paretian approach to portfolio choice theory
+Normal rank
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+Q2709279
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+Normal rank
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+Q3999495
@@ Property / cites work: Q3999495 / rank @@
+Normal rank
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+Generalized deviations in risk analysis
@@ Property / cites work: Generalized deviations in risk analysis / rank @@
+Normal rank
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+Safety First and the Holding of Assets
@@ Property / cites work: Safety First and the Holding of Assets / rank @@
+Normal rank
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+Q4301585
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+Normal rank
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+Q4301147
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+Normal rank
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+Isotypic decompositions of lattice determinants
@@ Property / cites work: Isotypic decompositions of lattice determinants / rank @@
+Normal rank