Consistent modeling of risk averse behavior with spectral risk measures
Hans Peter Wächter und Thomas Mazzoni
| 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: |
Persistent link: https://www.econbiz.de/10008689955