Certainty equivalent measures of risk (Q513613)
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scientific article; zbMATH DE number 6692549
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Certainty equivalent measures of risk |
scientific article; zbMATH DE number 6692549 |
Statements
Certainty equivalent measures of risk (English)
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7 March 2017
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coherent measures of risk
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convex measures of risk
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stochastic optimization
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risk-averse preferences
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utility theory
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log-exponential convex measures of risk
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0.8595525622367859
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0.8105037212371826
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0.7984450459480286
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0.7842921614646912
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0.7826268672943115
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