Multidimensional possibilistic risk aversion

DOI10.1016/J.MCM.2011.03.011zbMATH Open1225.91016OpenAlexW2102434653MaRDI QIDQ646133FDOQ646133

Irina Georgescu, Jani Kinnunen

Publication date: 11 November 2011

Published in: Mathematical and Computer Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.mcm.2011.03.011

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zbMATH Keywords

fuzzy numberrisk aversionrisk premiumpossibility theory

Mathematics Subject Classification ID

Decision theory (91B06) Fuzzy probability (60A86)

Cites Work

• Fuzzy sets and systems. Theory and applications
• Fuzzy sets as a basis for a theory of possibility
• Fuzzy sets
• Default reasoning and possibility theory
• Title not available (Why is that?)
• Some Stronger Measures of Risk Aversion in the Small and the Large with Applications
• Risk Aversion in the Small and in the Large
• A possibilistic approach to selecting portfolios with highest utility score
• On possibilistic mean value and variance of fuzzy numbers
• On weighted possibilistic mean and variance of fuzzy numbers
• Fuzzy reasoning in decision making and optimization
• A possibilistic approach to risk aversion
• Interval orders and circle orders
• On interactive fuzzy numbers
• On possibilistic correlation
• Weighted possibilistic moments of fuzzy numbers with applications to GARCH modeling and option pricing
• Fuzzy coefficient volatility (FCV) models with applications
• Introduction to neuro-fuzzy systems
• Possibilistic moment generating functions
• Title not available (Why is that?)
• A comparative analysis of possibilistic variances and covariances of fuzzy numbers

Cited In (10)

• Generalized Expected Utility Analysis of Multivariate Risk Aversion
• Title not available (Why is that?)
• Risk aversion for variational and multiple-prior preferences
• On risk aversion under fuzzy random data
• Many good risks: An interpretation of multivariate risk and risk aversion without the independence axiom
• Local utility and multivariate risk aversion
• Mixed risk aversion
• Corporate investment appraisal with possibilistic CAPM
• Multidimensional risk aversion: the cardinal sin
• A Risk Approach by Credibility Theory

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