WEIGHTED QUASI-ARITHMETIC MEANS AND A RISK INDEX FOR STOCHASTIC ENVIRONMENTS (Q2886923)

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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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