Certainty equivalent measures of risk
Year of publication: |
February 2017
|
---|---|
Authors: | Vinel, Alexander ; Krokhmal, Pavlo A. |
Published in: |
Applied optimization and data mining : dedicated to Dr. Panos Pardalos on the occasion of his 60th birthday. - New York, NY, USA : Springer. - 2017, p. 75-95
|
Subject: | Risikomaß | Risk measure | Entscheidung unter Risiko | Decision under risk | Risikopräferenz | Risk attitude | Nutzentheorie | Utility theory |
-
Constant bet size? : don't bet on it! : testing expected utility theory on betfair data
Kopr̆iva, Franitšek, (2015)
-
Cumulative prospect theory in the laboratory : a reconsideration
Harrison, Glenn W., (2023)
-
Temporal risk : utility vs. probability weighting
Abdellaoui, Mohammed, (2022)
- More ...
-
Rysz, Maciej, (2015)
-
On p-norm linear discrimination
Morenko, Yana, (2013)
-
Mohabbati-Kalejahi, Nasrin, (2023)
- More ...