Certainty equivalent measures of risk
type: Item
instance of: scholarly article
title: Certainty equivalent measures of risk
zbMATH Open document ID: 1406.91207
author: Alexander Vinel
author: Pavlo A. Krokhmal
published in: Annals of Operations Research
publication date: 2017-03-07T00:00:00Z
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 91B16
Mathematics Subject Classification ID: 91B06
Mathematics Subject Classification ID: 91G10
zbMATH DE Number: 6692549
zbMATH Keywords: coherent measures of risk
zbMATH Keywords: convex measures of risk
zbMATH Keywords: stochastic optimization
zbMATH Keywords: risk-averse preferences
zbMATH Keywords: utility theory
zbMATH Keywords: log-exponential convex measures of risk
MaRDI profile type: Publication
full work available at URL: s10479-015-1801-0
OpenAlex ID: W2021814962
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DOI: 10.1007/S10479-015-1801-0
description: scientific article; zbMATH DE number 6692549