Consistent modeling of risk averse behavior with spectral risk measures
Year of publication: |
2010
|
---|---|
Authors: | Wächter, Hans Peter ; Mazzoni, Thomas |
Publisher: |
Hagen |
Subject: | Entscheidung bei Risiko | Risikoaversion | Risikomaß | Theorie |
Extent: | 21 Bl.. : graph. Darst. |
---|---|
Series: | Discussion paper / Fernuniversität Hagen, Fachbereich Wirtschaftswissenschaft. - Hagen. - Vol. 455 |
Type of publication: | Book / Working Paper |
Language: | English |
Classification: | Investition, Finanzierung |
Source: |
-
Löffler, Andreas, (2001)
-
Modeling, measuring and managing risk
Pflug, Georg, (2007)
-
Koller, Jérôme, (2005)
- More ...
-
Consistent modeling of risk averse behavior with spectral risk measures
Wächter, Hans Peter, (2013)
-
Consistent modeling of risk averse behavior with spectral risk measures
Wächter, Hans Peter, (2013)
-
Consistent modeling of risk averse behavior with spectral risk measures
Wächter, Hans Peter, (2010)
- More ...