Consistent modeling of risk averse behavior with spectral risk measures
Hans Peter Wächter; Thomas Mazzoni
| Year of publication: |
2013
|
|---|---|
| Authors: | Wächter, Hans Peter ; Mazzoni, Thomas |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 229.2013, 2 (1.9.), p. 487-495
|
| Subject: | Theorie | Theory | Risikoaversion | Risk aversion | Risikomaß | Risk measure | Entscheidung unter Risiko | Decision under risk |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009757971