Decision-making under risk : when is utility-maximization equivalent to risk-minimization?
Francesco Ruscitti, Ram Sewak Dubey, Giorgio Laguzzi
| Year of publication: |
2024
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|---|---|
| Authors: | Ruscitti, Francesco ; Dubey, Ram Sewak ; Laguzzi, Giorgio |
| Published in: |
Theory and decision : an international journal for multidisciplinary advances in decision science. - Dordrecht [u.a.] : Springer Science + Business Media B.V., ISSN 1573-7187, ZDB-ID 1478916-4. - Vol. 97.2024, 1, p. 23-38
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| Subject: | Coherent risk measure | Financial position | Fundamental theorem of asset pricing | Risk-perception axiom | Utility-based shortfall risk measure | Risikomaß | Risk measure | Theorie | Theory | Portfolio-Management | Portfolio selection | Risiko | Risk | Entscheidung unter Risiko | Decision under risk | Risikomanagement | Risk management | CAPM | Messung | Measurement | Erwartungsnutzen | Expected utility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11238-023-09969-1 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015126871