Existence and computation of the Aumann–Serrano index of riskiness and its extension
Klaas Schulze
| Year of publication: |
2014
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|---|---|
| Authors: | Schulze, Klaas |
| Published in: |
Journal of mathematical economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4068, ZDB-ID 217625-7. - Vol. 50.2014, p. 219-224
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| Subject: | Riskiness | Risk aversion | Expected utility | Laplace transform | Duality | Erwartungsnutzen | Theorie | Theory | Risiko | Risk | Risikoaversion | Entscheidung unter Risiko | Decision under risk |
| 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/10010478645