Existence and computation of the Aumann-Serrano index of riskiness and its extension (Q2441226)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Existence and computation of the Aumann-Serrano index of riskiness and its extension |
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Existence and computation of the Aumann-Serrano index of riskiness and its extension (English)
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24 March 2014
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riskiness
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risk aversion
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expected utility
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Laplace transform
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duality
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