Additive consisency of risk measures and its application to risk-averse routing in networks
Roberto Cominetti, Alfredo Torrico
| Year of publication: |
November 2016
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|---|---|
| Authors: | Cominetti, Roberto ; Torrico, Alfredo |
| Published in: |
Mathematics of operations research. - Catonsville, MD : INFORMS, ISSN 0364-765X, ZDB-ID 195683-8. - Vol. 41.2016, 4, p. 1510-1521
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| Subject: | risk-averse routing | risk measures | theories of choice | entropic risk measure | additive consistency | translation invariance | Theorie | Theory | Risiko | Risk | Messung | Measurement | Risikomaß | Risk measure | Risikoaversion | Risk aversion | Portfolio-Management | Portfolio selection | Tourenplanung | Vehicle routing problem |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/moor.2016.0787 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011595108