Beyond expected utility: subjective risk aversion and optimal portfolio choice under convex shortfall risk measures (Q2184073): Difference between revisions
From MaRDI portal
Latest revision as of 18:51, 22 July 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
0 references
0 references