Risk measures based on behavioural economics theory
Tiantian Mao, Jun Cai
| Year of publication: |
April 2018
|
|---|---|
| Authors: | Mao, Tiantian ; Cai, Jun |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 22.2018, 2, p. 367-393
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| Subject: | Distortion risk measure | Expectile | Coherent risk measure | Convex risk measure | Monetary risk measure | Stop-loss order preserving | Rank-dependent expected utility theory | Cumulative prospect theory | Risikomaß | Risk measure | Messung | Measurement | Risiko | Risk | Erwartungsnutzen | Expected utility | Entscheidung unter Risiko | Decision under risk | Portfolio-Management | Portfolio selection | Prospect Theory | Prospect theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00780-018-0358-6 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011945793