Multi-utility representations of incomplete preferences induced by set-valued risk measures
Year of publication: |
2021
|
---|---|
Authors: | Munari, Cosimo-Andrea |
Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 1432-1122, ZDB-ID 1467022-7. - Vol. 25.2021, 1, p. 77-99
|
Subject: | Risk measures | Dual representations | Incomplete preferences | Multi-utility representations | Präferenztheorie | Theory of preferences | Messung | Measurement | Risiko | Risk | Risikomaß | Risk measure | Nutzenfunktion | Utility function | Erwartungsnutzen | Expected utility |
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