Problem of multicurrency deposit diversification : three possible approaches to risk accounting
Year of publication: |
2014
|
---|---|
Authors: | Zhukovskiy, Vladislav I. ; Molostvov, Vitaly S. ; Topchishvili, Alexander L. |
Published in: |
International journal of operations and quantitative management : IJOQM. - Houston, Tex. : INFOMS, ISSN 1082-1910, ZDB-ID 1290624-4. - Vol. 20.2014, 1, p. 1-14
|
Subject: | Deposit Diversification | Uncertainty | Utility Function | Strategies | Outcomes | Risk by Savage | Multiple-Criteria Problems | Pareto Optimality | Theorie | Theory | Risiko | Risk | Einlagengeschäft | Deposit banking | Portfolio-Management | Portfolio selection | Bankrisiko | Bank risk | Erwartungsnutzen | Expected utility | Diversifikation | Diversification | Nutzenfunktion | Utility function | Entscheidung unter Unsicherheit | Decision under uncertainty |
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