Expected utility theory, optimal portfolios, and polyhedral coherent risk measures (Q891103)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Expected utility theory, optimal portfolios, and polyhedral coherent risk measures |
scientific article |
Statements
Expected utility theory, optimal portfolios, and polyhedral coherent risk measures (English)
0 references
16 November 2015
0 references
expected utility theory
0 references
polyhedral coherent risk measure
0 references
conditional value-at-risk
0 references
spectral risk measure
0 references
portfolio optimization
0 references
