What attitudes to risk underlie distortion risk measure choices? (Q320275)
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scientific article; zbMATH DE number 6633920
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| default for all languages | No label defined |
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| English | What attitudes to risk underlie distortion risk measure choices? |
scientific article; zbMATH DE number 6633920 |
Statements
What attitudes to risk underlie distortion risk measure choices? (English)
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6 October 2016
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risk management
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tolerance
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risk behavior
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GlueVaR
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degree of orness
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0.7784697413444519
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0.7756561040878296
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0.7754481434822083
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0.7714410424232483
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0.7694057822227478
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