The two-moment decision model with additive risks
Xu Guo, Andreas Wagener, Wing-Keung Wong, Lixing Zhu
| Year of publication: |
February 2018
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|---|---|
| Authors: | Guo, Xu ; Wagener, Andreas ; Wong, Wing Keung ; Zhu, Lixing |
| Published in: |
Risk management : a journal of risk, crisis and disaster. - Basingstoke : Palgrave Macmillan, ISSN 1460-3799, ZDB-ID 2227982-9. - Vol. 20.2018, 1, p. 77-94
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| Subject: | Mean-variance model | Location-scale family | Background risk | Multiple additive risks | Expected utility approach | Risiko | Risk | Erwartungsnutzen | Expected utility | Portfolio-Management | Portfolio selection | Nutzenfunktion | Utility function | Entscheidungstheorie | Decision theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1057/s41283-017-0028-6 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011859016