Worst-case risk with unspecified risk preferences
Haiyan Liu
| Year of publication: |
2024
|
|---|---|
| Authors: | Liu, Haiyan |
| Subject: | Concavity | Distortion risk measure | Preference robust | Value-at-risk | Risikomaß | Risk measure | Risikopräferenz | Risk attitude | Risiko | Risk | Risikomanagement | Risk management | Messung | Measurement | Präferenztheorie | Theory of preferences | Risikomodell | Risk model |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2024.03.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015066808