Parametric multi-attribute utility functions for optimal profit under risk constraints
| Year of publication: |
2012
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|---|---|
| Authors: | Seck, Babacar ; Andrieu, Laetitia ; Lara, Michel De |
| Published in: |
Theory and Decision. - Springer. - Vol. 72.2012, 2, p. 257-271
|
| Publisher: |
Springer |
| Subject: | Risk measures | Utility functions | Non-expected utility theory | Maxmin | Conditional value-at-risk | Loss aversion |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10010865830