An extended family of financial risk measures
Year of publication: |
1998
|
---|---|
Authors: | Pedersen, Christian S. ; Satchell, Stephen |
Published in: |
The Geneva papers on risk and insurance theory. - Boston, Mass. [u.a.] : Kluwer Acad. Publ., ISSN 0926-4957, ZDB-ID 1130377-3. - Vol. 23.1998, 2, p. 89-117
|
Subject: | Risiko | Risk | Konzentrationsmaß | Concentration measurement | Erwartungsnutzen | Expected utility | Theorie | Theory |
-
Income inequality, quasi-concavity, and gradual population shifts
Bosmans, Kristof, (2007)
-
Ordering, equity and non-expected utility theory
Savaglio, Ernesto, (2002)
-
Orderings, equity and non-expected utility theory
Savaglio, Ernesto, (2001)
- More ...
-
Risk, utility and switching between gambles
Pedersen, Christian S., (1997)
-
On the foundation of performance measures under asymmetric returns
Pedersen, Christian S., (2010)
-
Utility functions with parameters depending on initial wealth
Pedersen, Christian S., (1998)
- More ...