Optimal investment with risk controlled by weighted entropic risk measures (Q6496946)
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scientific article; zbMATH DE number 7842595
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal investment with risk controlled by weighted entropic risk measures |
scientific article; zbMATH DE number 7842595 |
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Optimal investment with risk controlled by weighted entropic risk measures (English)
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6 May 2024
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expected utility maximization
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risk management
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weighted entropic risk measure
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weighted CARA certainty equivalents
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monotone additive risk measure
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