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Risk Measures Based on Behavioral Certainty Equivalents · Study

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PreprintRisk Measures Based on Behavioral Certainty Equivalents

Paul Symann2022

OA

Preprintgreen2022

Risk Measures Based on Behavioral Certainty Equivalents

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

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References

1979Prospect Theory: An Analysis of Decision under Risk 1999Coherent Measures of Risk 2002Convex measures of risk and trading constraints 1987Between Hope and Fear: The Psychology of Risk 2001On law invariant coherent risk measures 1995Risk attitudes and decision weights 2002Expected shortfall and beyond 2016Stochastic Finance

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Details

Year2022

Typepreprint

Published2022-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations0

Files0 public / 0

ShelfDecision-Making and Behavioral Economics

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doi10.2139/ssrn.4123551

openalex_workW4293210558

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