Entropy coherent and entropy convex measures of risk
Roger J. A. Laeven; Mitja Stadje
| Year of publication: |
2013
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|---|---|
| Authors: | Laeven, Roger J. A. ; Stadje, Mitja |
| Published in: |
Mathematics of operations research. - Catonsville, MD : INFORMS, ISSN 0364-765X, ZDB-ID 195683-8. - Vol. 38.2013, 2, p. 265-293
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| Subject: | multiple priors | variational and homothetic preferences | robustness | convex risk measures | exponential utility | relative entropy | translation invariance | convexity | certainty equivalent | Entropie | Entropy | Theorie | Theory | Messung | Measurement | Risiko | Risk | Risikomaß | Risk measure | Erwartungsnutzen | Expected utility |
| 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/10009751526