General dual measures of riskiness
Year of publication: |
2015
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Authors: | Schulze, Klaas |
Published in: |
Theory and decision : an international journal for multidisciplinary advances in decision science. - Dordrecht [u.a.] : Springer, ISSN 0040-5833, ZDB-ID 189247-2. - Vol. 78.2015, 2, p. 289-304
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Subject: | Risk measures | Duality | Riskiness | Expected utility | Decision-making under risk | Theorie | Theory | Erwartungsnutzen | Entscheidung unter Risiko | Decision under risk | Risiko | Risk | Messung | Measurement | Risikomaß | Risk measure | Duales Optimierungsproblem | Dual optimization problem | Entscheidung | Decision | Portfolio-Management | Portfolio selection |
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