A method for determining risk aversion functions from uncertain market prices of risk (Q661212)
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scientific article; zbMATH DE number 6004734
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A method for determining risk aversion functions from uncertain market prices of risk |
scientific article; zbMATH DE number 6004734 |
Statements
A method for determining risk aversion functions from uncertain market prices of risk (English)
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10 February 2012
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distortion function
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spectral measures
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risk aversion function
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maximum entropy in the mean
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inverse problems for noisy data
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0.88510275
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0.8820205
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0.87260735
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0.8656385
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0.8640803
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0.85851383
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0.85536957
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