The Foster-Hart measure of riskiness for general gambles
Year of publication: |
2013
|
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Authors: | Riedel, Frank ; Hellmann, Tobias |
Publisher: |
Bielefeld : Bielefeld University, Institute of Mathematical Economics (IMW) |
Subject: | risk measures | operational | bankruptcy | continuous random variable |
Series: | Working Papers ; 474 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 733894100 [GVK] hdl:10419/81091 [Handle] |
Classification: | D81 - Criteria for Decision-Making under Risk and Uncertainty ; G11 - Portfolio Choice |
Source: |
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