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ArticleCertainty equivalent measures of risk

Alexander Vinel2015

Article2015

Certainty equivalent measures of risk

Alexander Vinel · Pavlo A. Krokhmal

29 citations·0/0 files stored·Annals of Operations Research

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Risk and Portfolio Optimization Decision-Making and Behavioral Economics Probability and Risk Models

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References

1952PORTFOLIO SELECTION*2019Theory of games and economic behavior 1999Coherent Measures of Risk 2000Optimization of conditional value-at-risk 2011Introduction to Stochastic Programming 1945Theory of Games and Economic Behavior 2002Conditional value-at-risk for general loss distributions 2002On the coherence of expected shortfall

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2022Intuitionistic fuzzy risk adjusted discount rate and certainty equivalent methods for risky projects 2025Bewertung unsicherer Zahlungsüberschüsse

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Year2015

Typearticle

Published2015-02-05

VenueAnnals of Operations Research

ISSN-L0254-5330

Languageen

Citations29

Files0 public / 0

ShelfRisk and Portfolio Optimization

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doi10.1007/s10479-015-1801-0

openalex_workW2021814962

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