Consistent modeling of risk averse behavior with spectral risk measures : Wächter/Mazzoni revisited
Mario Brandtner, Wolfgang Kürsten
| Year of publication: |
16 May 2017
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| Authors: | Brandtner, Mario ; Kürsten, Wolfgang |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 259.2017, 1 (16.5.), p. 394-399
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| Subject: | Decision support systems | Spectral risk measures | Expected utility theory | Consistency | Theorie | Theory | Erwartungsnutzen | Expected utility | Risiko | Risk | Risikomaß | Risk measure | Management-Informationssystem | Management information system | Risikoaversion | Risk aversion | Messung | Measurement | Entscheidung unter Risiko | Decision under risk |
| Type of publication: | Article |
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| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ejor.2016.12.027 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011645033