Short communication: utility-based acceptability indices (Q6557365)
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scientific article; zbMATH DE number 7867063
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Short communication: utility-based acceptability indices |
scientific article; zbMATH DE number 7867063 |
Statements
Short communication: utility-based acceptability indices (English)
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18 June 2024
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acceptability index
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performance measure
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entropic utility
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certainty equivalent
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scaled utility
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mean variance optimization
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risk sensitive portfolio
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risk aversion
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