Monetary utility functions and risk functionals
Christos Floros, Konstantinos Gkillas, and Christos Kountzakis
| Year of publication: |
2023
|
|---|---|
| Authors: | Floros, Christos ; Gillas, Konstantinos Gkillas ; Kountzakis, Christos |
| Published in: |
Essays on Financial Analytics : Applications and Methods. - Cham : Springer International Publishing, ISBN 978-3-031-29050-3. - 2023, p. 27-35
|
| Subject: | Monetary risk measures | Monetary utility functions | Optimal portfolio choice | Optimal risk allocation | Premium calculation principles | Risk functionals | Nutzenfunktion | Utility function | Risiko | Risk | Theorie | Theory | Portfolio-Management | Portfolio selection | Risikomaß | Risk measure | Risikomanagement | Risk management |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Other identifiers: | 10.1007/978-3-031-29050-3_2 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014338785