Weighted quasi-arithmetic means and a risk index for stochastic environments (Q2886923)
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scientific article; zbMATH DE number 6035191
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Weighted quasi-arithmetic means and a risk index for stochastic environments |
scientific article; zbMATH DE number 6035191 |
Statements
14 May 2012
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weighted quasi-arithmetic mean
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utility function
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weighting function
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downward risk
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the first-order stochastic dominance
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risk premium
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Weighted quasi-arithmetic means and a risk index for stochastic environments (English)
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