Showing 1 - 10 of 68
Persistent link: https://www.econbiz.de/10008989348
Persistent link: https://www.econbiz.de/10009501695
Persistent link: https://www.econbiz.de/10009669603
Persistent link: https://www.econbiz.de/10010469973
Persistent link: https://www.econbiz.de/10009672171
Persistent link: https://www.econbiz.de/10009517623
In this paper, we introduce a class of optimized certainty equivalent based on the variational preference, give its dual representation based on ϕ-divergence, and study its equivalent characterization of positive homogeneity and coherence. As applications, we investigate the properties of...
Persistent link: https://www.econbiz.de/10012822942
Persistent link: https://www.econbiz.de/10013198327
Persistent link: https://www.econbiz.de/10009542257
Persistent link: https://www.econbiz.de/10009544173