Decision making with Conditional Value-at-Risk and spectral risk measures: The problem of comparative risk aversion
Year of publication: |
2014
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Authors: | Brandtner, Mario ; Kürsten, Wolfgang |
Publisher: |
Kiel und Hamburg : ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften, Leibniz-Informationszentrum Wirtschaft |
Series: | |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Conference Paper |
Language: | English |
Other identifiers: | 820202207 [GVK] hdl:10419/100615 [Handle] RePEc:zbw:vfsc14:100615 [RePEc] |
Classification: | D81 - Criteria for Decision-Making under Risk and Uncertainty ; G11 - Portfolio Choice ; G21 - Banks; Other Depository Institutions; Mortgages |
Source: |
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