Decision-making under risk : when is utility-maximization equivalent to risk-minimization?
Francesco Ruscitti, Ram Sewak Dubey, Giorgio Laguzzi
| Year of publication: |
2024
|
|---|---|
| Authors: | Ruscitti, Francesco ; Dubey, Ram Sewak ; Laguzzi, Giorgio |
| 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://ebvufind01.dmz1.zbw.eu/10015126871