Cooperative game with nondeterministic returns
Year of publication: |
2020
|
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Authors: | Yang, Jian ; Li, Jianbin |
Published in: |
Journal of mathematical economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4068, ZDB-ID 217625-7. - Vol. 88.2020, p. 123-140
|
Subject: | Coherent risk measure | Conditional value at risk | Cooperative game | Mean-deviation risk | Nondeterministic return | Risk aversion | Theorie | Theory | Kooperatives Spiel | Risikomaß | Risk measure | Risiko | Risk | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | Risikoaversion | Messung | Measurement |
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