Consistent modeling of risk averse behavior with spectral risk measures: Wächter/Mazzoni revisited (Q1751823)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Consistent modeling of risk averse behavior with spectral risk measures: Wächter/Mazzoni revisited |
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Consistent modeling of risk averse behavior with spectral risk measures: Wächter/Mazzoni revisited (English)
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25 May 2018
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decision support systems
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spectral risk measures
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expected utility theory
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consistency
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