Beyond expected utility: subjective risk aversion and optimal portfolio choice under convex shortfall risk measures (Q2184073)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Beyond expected utility: subjective risk aversion and optimal portfolio choice under convex shortfall risk measures |
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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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