A class of non-expected utility risk measures and implications for asset allocations (Q5938029)
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scientific article; zbMATH DE number 1621419
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A class of non-expected utility risk measures and implications for asset allocations |
scientific article; zbMATH DE number 1621419 |
Statements
A class of non-expected utility risk measures and implications for asset allocations (English)
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2001
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Risk measure
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Non-expected utility
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Asset allocation
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