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Robust Preferences and Convex Measures of Risk · Study

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ChapterRobust Preferences and Convex Measures of Risk

Hans Föllmer2002

Chapter2002

Robust Preferences and Convex Measures of Risk

Hans Föllmer · Alexander Schied

165 citations·0/0 files stored·Springer eBooks

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Risk and Portfolio Optimization Decision-Making and Behavioral Economics Stochastic processes and financial applications

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References

1999Coherent Measures of Risk 2002Convex measures of risk and trading constraints 1987Expected utility with purely subjective non-additive probabilities 2002Coherent Risk Measures on General Probability Spaces 2010Maxmin expected utility with non-unique prior 2000Coherent risk measures 1991Utility theory with uncertainty

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Year2002

Typechapter

Published2002-01-01

VenueSpringer eBooks

Languageen

Citations165

Files0 public / 0

ShelfRisk and Portfolio Optimization

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doi10.1007/978-3-662-04790-3_2

openalex_workW1599457284

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