Optimal expected utility risk measures (Q1688731)
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scientific article; zbMATH DE number 6824762
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal expected utility risk measures |
scientific article; zbMATH DE number 6824762 |
Statements
Optimal expected utility risk measures (English)
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11 January 2018
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risk measure
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certainty equivalent
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utility maximization
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