WEIGHTED QUASI-ARITHMETIC MEANS AND A RISK INDEX FOR STOCHASTIC ENVIRONMENTS (Q2886923)
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English | WEIGHTED QUASI-ARITHMETIC MEANS AND A RISK INDEX FOR STOCHASTIC ENVIRONMENTS |
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WEIGHTED QUASI-ARITHMETIC MEANS AND A RISK INDEX FOR STOCHASTIC ENVIRONMENTS (English)
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14 May 2012
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weighted quasi-arithmetic mean
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utility function
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weighting function
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downward risk
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the first-order stochastic dominance
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risk premium
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