Generalised mean-risk preferences (Q508379): Difference between revisions
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Property / Mathematics Subject Classification ID: 91B08 / rank | |||
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Property / Mathematics Subject Classification ID: 91G10 / rank | |||
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Property / zbMATH DE Number: 6683462 / rank | |||
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mean-risk preferences | |||
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deviation measures | |||
Property / zbMATH Keywords: deviation measures / rank | |||
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coherent risk measures | |||
Property / zbMATH Keywords: coherent risk measures / rank | |||
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CAPM | |||
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Revision as of 02:10, 1 July 2023
scientific article
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English | Generalised mean-risk preferences |
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Generalised mean-risk preferences (English)
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10 February 2017
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mean-risk preferences
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deviation measures
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coherent risk measures
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CAPM
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