Comparative risk aversion vs. threshold choice in the Omega ratio
Anne G. Balter, Ki Wai Chau, Nikolaus Schweizer
| Year of publication: |
2024
|
|---|---|
| Authors: | Balter, Anne G. ; Chau, Ki Wai ; Schweizer, Nikolaus |
| Published in: |
Omega : the international journal of management science. - Oxford [u.a.] : Elsevier, ISSN 1873-5274, ZDB-ID 1491111-5. - Vol. 123.2024, Art.-No. 102992, p. 1-15
|
| Subject: | Background risk | Decision criteria | Omega ratio | Risk preferences | Theorie | Theory | Risikopräferenz | Risk attitude | Risikoaversion | Risk aversion | Risiko | Risk | Entscheidung unter Risiko | Decision under risk | Entscheidung | Decision |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.omega.2023.102992 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014533368