Generalised mean-risk preferences (Q508379)
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scientific article; zbMATH DE number 6683462
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Generalised mean-risk preferences |
scientific article; zbMATH DE number 6683462 |
Statements
Generalised mean-risk preferences (English)
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10 February 2017
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mean-risk preferences
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deviation measures
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coherent risk measures
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CAPM
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0.7876341938972473
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0.7839358448982239
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0.7767470479011536
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0.7722263932228088
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0.7677099108695984
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