Consistent modeling of risk averse behavior with spectral risk measures: Wächter/Mazzoni revisited (Q1751823)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Consistent modeling of risk averse behavior with spectral risk measures: Wächter/Mazzoni revisited |
scientific article; zbMATH DE number 6873607
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Consistent modeling of risk averse behavior with spectral risk measures: Wächter/Mazzoni revisited |
scientific article; zbMATH DE number 6873607 |
Statements
Consistent modeling of risk averse behavior with spectral risk measures: Wächter/Mazzoni revisited (English)
0 references
25 May 2018
0 references
decision support systems
0 references
spectral risk measures
0 references
expected utility theory
0 references
consistency
0 references
0.9649428
0 references
0.88069206
0 references
0.85969305
0 references
0.8590987
0 references
0 references
0.85045457
0 references
