WEIGHTED QUASI-ARITHMETIC MEANS AND A RISK INDEX FOR STOCHASTIC ENVIRONMENTS (Q2886923)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | WEIGHTED QUASI-ARITHMETIC MEANS AND A RISK INDEX FOR STOCHASTIC ENVIRONMENTS |
scientific article |
Statements
WEIGHTED QUASI-ARITHMETIC MEANS AND A RISK INDEX FOR STOCHASTIC ENVIRONMENTS (English)
0 references
14 May 2012
0 references
weighted quasi-arithmetic mean
0 references
utility function
0 references
weighting function
0 references
downward risk
0 references
the first-order stochastic dominance
0 references
risk premium
0 references
0 references
