Consistent measures of risk
Year of publication: |
2006-05-25
|
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Authors: | Danielsson, Jon ; Zigrand, Jean-Pierre ; Jorgensen, Bjørn N. ; Sarma, Mandira ; de Vries, C. G. |
Institutions: | London School of Economics (LSE) |
Subject: | Stochastic dominance | Risk measures | Preference ordering | Utility theory |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series Discussion paper, 565 21 pages |
Classification: | D81 - Criteria for Decision-Making under Risk and Uncertainty ; G11 - Portfolio Choice ; G00 - Financial Economics. General |
Source: |
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