Consistent modeling of risk averse behavior with spectral risk measures (Q2355881)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Consistent modeling of risk averse behavior with spectral risk measures |
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Consistent modeling of risk averse behavior with spectral risk measures (English)
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28 July 2015
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risk management
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utility theory
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spectral risk measures
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decision theory
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coherent risk measure
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