Beyond expected utility: subjective risk aversion and optimal portfolio choice under convex shortfall risk measures (Q2184073)
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scientific article; zbMATH DE number 7205707
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| English | Beyond expected utility: subjective risk aversion and optimal portfolio choice under convex shortfall risk measures |
scientific article; zbMATH DE number 7205707 |
Statements
Beyond expected utility: subjective risk aversion and optimal portfolio choice under convex shortfall risk measures (English)
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27 May 2020
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decision analysis
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convex shortfall risk measures
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entropic risk measure
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portfolio selection
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risk aversion
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0.8043030500411987
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0.7981775999069214
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0.7816158533096313
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0.7716973423957825
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0.7700448036193848
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