Certainty equivalent measures of risk (Q513613)
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scientific article; zbMATH DE number 6692549
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Certainty equivalent measures of risk |
scientific article; zbMATH DE number 6692549 |
Statements
Certainty equivalent measures of risk (English)
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7 March 2017
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coherent measures of risk
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convex measures of risk
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stochastic optimization
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risk-averse preferences
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utility theory
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log-exponential convex measures of risk
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