Parametric multi-attribute utility functions for optimal profit under risk constraints (Q430155): Difference between revisions
From MaRDI portal
Created a new Item |
Changed an Item |
||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 91B16 / rank | |||
Normal rank | |||
Property / zbMATH DE Number | |||
Property / zbMATH DE Number: 6048637 / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
risk measures | |||
Property / zbMATH Keywords: risk measures / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
utility functions | |||
Property / zbMATH Keywords: utility functions / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
non-expected utility theory | |||
Property / zbMATH Keywords: non-expected utility theory / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
maxmin | |||
Property / zbMATH Keywords: maxmin / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
conditional value-at-risk | |||
Property / zbMATH Keywords: conditional value-at-risk / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
loss aversion | |||
Property / zbMATH Keywords: loss aversion / rank | |||
Normal rank |
Revision as of 23:41, 29 June 2023
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Parametric multi-attribute utility functions for optimal profit under risk constraints |
scientific article |
Statements
Parametric multi-attribute utility functions for optimal profit under risk constraints (English)
0 references
20 June 2012
0 references
risk measures
0 references
utility functions
0 references
non-expected utility theory
0 references
maxmin
0 references
conditional value-at-risk
0 references
loss aversion
0 references