On the Conditional Value-at-Risk probability-dependent utility function
| Year of publication: |
2010
|
|---|---|
| Authors: | Street, Alexandre |
| Published in: |
Theory and Decision. - Springer. - Vol. 68.2010, 1, p. 49-68
|
| Publisher: |
Springer |
| Subject: | Conditional Value-at-Risk | Probability-dependent utility function | Choquet Expected Utility | Certainty Equivalent | Allais Paradox |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10008480657