Parametric multi-attribute utility functions for optimal profit under risk constraints (Q430155)
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scientific article; zbMATH DE number 6048637
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| English | Parametric multi-attribute utility functions for optimal profit under risk constraints |
scientific article; zbMATH DE number 6048637 |
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Parametric multi-attribute utility functions for optimal profit under risk constraints (English)
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20 June 2012
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risk measures
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utility functions
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non-expected utility theory
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maxmin
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conditional value-at-risk
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loss aversion
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0.7827681303024292
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0.7820277214050293
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0.7708418965339661
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0.7699297666549683
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0.7680449485778809
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