Almost expectation and excess dependence notions
Michel M. Denuit; Rachel J. Huang; Larry Y. Tzeng
| Year of publication: |
2015
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|---|---|
| Authors: | Denuit, Michel ; Huang, Rachel J. ; Tzeng, Larry Y. |
| Published in: |
Theory and decision : an international journal for multidisciplinary advances in decision science. - Dordrecht [u.a.] : Springer, ISSN 0040-5833, ZDB-ID 189247-2. - Vol. 79.2015, 3, p. 375-401
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| Subject: | Almost stochastic dominance | Portfolio theory | Diversification | Optimal investment | Background risk | Portfolio-Management | Portfolio selection | Theorie | Theory | Risikoaversion | Risk aversion | Stochastischer Prozess | Stochastic process | Erwartungsbildung | Expectation formation | Risiko | Risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011377445