Pages that link to "Item:Q367559"
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The following pages link to Certainty equivalents as risk measures (Q367559):
Displaying 16 items.
- A comment on two concepts of risk premia and certainty equivalents (Q374944) (← links)
- Insurance valuation: a computable multi-period cost-of-capital approach (Q506100) (← links)
- Certainty equivalent measures of risk (Q513613) (← links)
- On the nature of certainty equivalent functionals (Q861826) (← links)
- Certainty equivalents and information measures: Duality and extremal principles (Q1177028) (← links)
- Optimal dividend payout model with risk sensitive preferences (Q1681192) (← links)
- Optimal expected utility risk measures (Q1688731) (← links)
- Portfolio choice under cumulative prospect theory: sensitivity analysis and an empirical study (Q1722753) (← links)
- Similar risks have similar prices: a useful and exact quantification (Q2155850) (← links)
- Minimizing spectral risk measures applied to Markov decision processes (Q2238755) (← links)
- Probability equivalent level of value at risk and higher-order expected shortfalls (Q2681453) (← links)
- Clarification of certainty equivalence approach in capital budgeting (Q3072841) (← links)
- Constructing Risk Measures from Uncertainty Sets (Q3100413) (← links)
- Risk measurement with equivalent utility principles (Q3417648) (← links)
- Risk-Averse Models in Bilevel Stochastic Linear Programming (Q5215518) (← links)
- Risk‐averse optimization and resilient network flows (Q6139370) (← links)