The Generating Process and an Extension of Jewitt's Location Independent Risk Concept (Q4302665)
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scientific article; zbMATH DE number 622111
Language | Label | Description | Also known as |
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English | The Generating Process and an Extension of Jewitt's Location Independent Risk Concept |
scientific article; zbMATH DE number 622111 |
Statements
The Generating Process and an Extension of Jewitt's Location Independent Risk Concept (English)
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21 August 1994
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Bickel-Lehmann dispersion
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location independent risk
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stochastic order
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Arrow-Pratt measure
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risk aversion
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dispersion
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nondecreasing utilities
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