Showing 1 - 6 of 6
Persistent link: https://www.econbiz.de/10009542257
Persistent link: https://www.econbiz.de/10014230385
Persistent link: https://www.econbiz.de/10011944126
Persistent link: https://www.econbiz.de/10011945793
Persistent link: https://www.econbiz.de/10012055812
In this paper, we introduce a class of optimized certainty equivalent based on the variational preference, give its dual representation based on ϕ-divergence, and study its equivalent characterization of positive homogeneity and coherence. As applications, we investigate the properties of...
Persistent link: https://www.econbiz.de/10012822942