Risk tolerance parametrics and the maximal value frontier : the value of information for risk-averse decision making with exponential utility
Ronald E. Davis
| Year of publication: |
2015
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| Authors: | Davis, Ronald E. |
| Published in: |
Inventi impact: SMEs. - Bhopal : Inventi Journals, ISSN 2249-0973, ZDB-ID 2821946-6. - 2015, 1, p. 21-33
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| Subject: | Risk tolerance | Least square risk tolerance estimation | Parametric programming | Exponential utility | Certainty equivalent values | Value profiles | Maximal value frontier | EVPI and CEVPI | EVSI and CEVSI | Policy region tabulation | Asset allocation tabulation | Portfolio-Management | Portfolio selection | Theorie | Theory | Risikopräferenz | Risk attitude | Risiko | Risk | Risikoaversion | Risk aversion | Nutzenfunktion | Utility function | Nutzen | Utility | Informationswert | Information value |
| Extent: | graph. Darst. |
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| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011377285