Beyond expected utility: subjective risk aversion and optimal portfolio choice under convex shortfall risk measures (Q2184073): Difference between revisions

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Latest revision as of 18:51, 22 July 2024

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Beyond expected utility: subjective risk aversion and optimal portfolio choice under convex shortfall risk measures
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    Beyond expected utility: subjective risk aversion and optimal portfolio choice under convex shortfall risk measures (English)
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    27 May 2020
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    decision analysis
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    convex shortfall risk measures
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    entropic risk measure
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    portfolio selection
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    risk aversion
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