Integration of VaR and expected utility under departures from normality
Year of publication: |
2009
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Authors: | Barry, Peter J. ; Sherrick, Bruce J. ; Zhao, Jianmei |
Published in: |
Agricultural economics : the journal of the International Association of Agricultural Economists. - Hoboken, NJ : Wiley-Blackwell, ISSN 0169-5150, ZDB-ID 742889-3. - Vol. 40.2009, 6, p. 691-699
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Subject: | Erwartungsnutzen | Expected utility | Risikoaversion | Risk aversion | Risikomaß | Risk measure | Statistische Verteilung | Statistical distribution | Theorie | Theory | Agrarproduktion | Agricultural production | USA | United States |
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