Generalised mean-risk preferences (Q508379)

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Generalised mean-risk preferences
scientific article

    Statements

    title
    Generalised mean-risk preferences (English)
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    author
    Daniel Schoch
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    publication date
    10 February 2017
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    zbMATH Keywords
    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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    Identifiers

    zbMATH DE Number
    6683462
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