Alternative measures for modeling risk and expected utility theory : (risk adjustment, measurement and attitude)
Year of publication: |
2014
|
---|---|
Authors: | Seber, Akin |
Published in: |
International journal of economics and finance. - Toronto, ISSN 1916-971X, ZDB-ID 2531850-0. - Vol. 6.2014, 9, p. 151-157
|
Subject: | expected utility theory | utility function | risk | risk aversion | risk-including probability measure | capital market line | capital asset pricing model | sharp ratio | risk-adjusted probability | risk-adjusted returns | CAPM | Risiko | Risk | Theorie | Theory | Erwartungsnutzen | Expected utility | Portfolio-Management | Portfolio selection | Messung | Measurement | Risikoaversion | Risk aversion | Finanzmarkt | Financial market | Nutzenfunktion | Utility function | Risikomanagement | Risk management | Risikoprämie | Risk premium | Wahrscheinlichkeitsrechnung | Probability theory |
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