Mean-risk analysis with enhanced behavioral content
Year of publication: |
2014
|
---|---|
Authors: | Cillo, Alessandra ; Delquié, Philippe |
Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 239.2014, 3 (16.12.), p. 764-775
|
Subject: | Risk analysis | Uncertainty modeling | Utility theory | Stochastic dominance | Convex risk measure | Risiko | Risk | Risikomaß | Risk measure | Messung | Measurement | Stochastischer Prozess | Stochastic process | Nutzentheorie | Entscheidung unter Risiko | Decision under risk | Risikoaversion | Risk aversion |
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