Monetary utility over coherent risk ratios (Q3417656)
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scientific article; zbMATH DE number 5119811
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| English | Monetary utility over coherent risk ratios |
scientific article; zbMATH DE number 5119811 |
Statements
Monetary utility over coherent risk ratios (English)
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30 January 2007
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constraint portfolio optimization
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monetary utility functional
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coherent risk measure
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