Optimal expected utility risk measures
Year of publication: |
2018
|
---|---|
Authors: | Geissel, Sebastian ; Sass, Jörn ; Seifried, Frank Thomas |
Published in: |
Statistics & Risk Modeling. - De Gruyter, ISSN 2196-7040, ZDB-ID 2630803-4. - Vol. 35.2018, 1-2, p. 73-87
|
Publisher: |
De Gruyter |
Subject: | Risk measure | certainty equivalent | utility maximization |
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