Decision-making under risk: when is utility-maximization equivalent to risk-minimization? (Q6592876)
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scientific article; zbMATH DE number 7901438
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Decision-making under risk: when is utility-maximization equivalent to risk-minimization? |
scientific article; zbMATH DE number 7901438 |
Statements
Decision-making under risk: when is utility-maximization equivalent to risk-minimization? (English)
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26 August 2024
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financial position
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fundamental theorem of asset pricing
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coherent risk measure
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utility-based shortfall risk measure
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risk-perception axiom
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