Integration of VaR and expected utility under departures from normality
Peter J. Barry; Bruce J. Sherrick; Jianmei Zhao
| Year of publication: |
2009
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|---|---|
| Authors: | Barry, Peter J. ; Sherrick, Bruce J. ; Zhao, Jianmei |
| Published in: |
Agricultural economics : the journal of the International Association of Agricultural Economists. - Hoboken, NJ : Wiley-Blackwell, ISSN 0169-5150, ZDB-ID 742889-3. - Vol. 40.2009, 6, p. 691-699
|
| Subject: | Erwartungsnutzen | Expected utility | Risikoaversion | Risk aversion | Risikomaß | Risk measure | Statistische Verteilung | Statistical distribution | Theorie | Theory | Agrarproduktion | Agricultural production | USA | United States |
| Extent: | graph. Darst. |
|---|---|
| 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/10003930725