Parametric multi-attribute utility functions for optimal profit under risk constraints (Q430155): Difference between revisions
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| Property / Mathematics Subject Classification ID: 91B16 / rank | |||
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| Property / zbMATH DE Number: 6048637 / rank | |||
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risk measures | |||
| Property / zbMATH Keywords: risk measures / rank | |||
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utility functions | |||
| Property / zbMATH Keywords: utility functions / rank | |||
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non-expected utility theory | |||
| Property / zbMATH Keywords: non-expected utility theory / rank | |||
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maxmin | |||
| Property / zbMATH Keywords: maxmin / rank | |||
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conditional value-at-risk | |||
| Property / zbMATH Keywords: conditional value-at-risk / rank | |||
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loss aversion | |||
| Property / zbMATH Keywords: loss aversion / rank | |||
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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 |
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Parametric multi-attribute utility functions for optimal profit under risk constraints (English)
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20 June 2012
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risk measures
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utility functions
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non-expected utility theory
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maxmin
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conditional value-at-risk
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loss aversion
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