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A note on additive risk measures in rank-dependent utility
Goovaerts, Marc J.; Kaas, R.; Laeven, Roger J. A. - In: Insurance / Mathematics & economics 47 (2010) 2, pp. 187-189
Persistent link: https://www.econbiz.de/10008654259
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A note on uncertainty and perception concerning measurable utility
Qin, Cheng-zhong; Shubik, Martin - In: Economics letters 130 (2015), pp. 83-84
Persistent link: https://www.econbiz.de/10011422411
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A basic user utility preference to reduce uncertainty: a dissent to reporting and asset measurement
Raar, Jean - In: Critical perspectives on accounting : an international … 19 (2008) 5, pp. 785-804
Persistent link: https://www.econbiz.de/10003736550
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The average risk sharing problem under risk measure and expected utility theory
Mao, Tiantian; Hu, Jiuyun; Liu, Haiyan - In: Insurance / Mathematics & economics 83 (2018), pp. 170-179
Persistent link: https://www.econbiz.de/10011944126
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Hedging-based utility risk measure customized for individual investors
Dong, Linjia; Yang, Zhaojun - In: Operations research letters 50 (2022) 5, pp. 509-512
Persistent link: https://www.econbiz.de/10013449436
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Differentiability properties of utility functions
Delbaen, Freddy - In: Optimality and risk - modern trends in mathematical …, (pp. 39-48). 2009
Persistent link: https://www.econbiz.de/10003948459
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Portfolio optimization with disutility-based risk measure
Fulga, Cristinca - In: European journal of operational research : EJOR 251 (2016) 2, pp. 541-553
Persistent link: https://www.econbiz.de/10011444347
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Does uncertainty affect the divergence between WTP and WTA measures?
Isik, Murat (contributor) - In: Economics bulletin : EB (2004)
Persistent link: https://www.econbiz.de/10003071646
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Optimal portfolio in the presence of transaction costs and convex risk measure
Doctor, O.; Offen, E. R.; Lungu, E. M. - In: International journal of financial engineering 4 (2017) 4, pp. 1-15
Persistent link: https://www.econbiz.de/10011807095
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On Some Layer-Based Risk Measures with Applications to Exponential Dispersion Models
Furman, Olga; Furman, Edward - 2010
Layer-based counterparts of a number of well-known risk measures have been proposed and studied. Namely, some motivations and elementary properties have been discussed, and the analytic tractability has been demonstrated by developing closed-form expressions in the general framework of...
Persistent link: https://www.econbiz.de/10014192969