Distortion risk measures, ambiguity aversion and optimal effort
By Christian Y. Robert and Pierre-E. Therond
| Year of publication: |
2014
|
|---|---|
| Authors: | Robert, Christian Yann ; Therond, Pierre-E. |
| Published in: |
Astin bulletin : the journal of the International Actuarial Association. - Cambridge : Cambridge University Press, ISSN 0515-0361, ZDB-ID 419201-1. - Vol. 44.2014, 2, p. 277-302
|
| Subject: | Ambiguity | ambiguity aversion | comparative statics results | distortion risk measures | risk aversion | Risikoaversion | Risk aversion | Risikomaß | Risk measure | Risiko | Risk | Messung | Measurement | Theorie | Theory | Entscheidung unter Unsicherheit | Decision under uncertainty | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010393955