Entropy Coherent and Entropy Convex Measures of Risk (Q5169665)
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scientific article; zbMATH DE number 6316329
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Entropy Coherent and Entropy Convex Measures of Risk |
scientific article; zbMATH DE number 6316329 |
Statements
Entropy Coherent and Entropy Convex Measures of Risk (English)
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11 July 2014
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multiple priors
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variational and homothetic preferences
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robustness
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convex risk measures
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exponential utility
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relative entropy
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translation invariance
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convexity
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certainty equivalent
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