Risk preferences and their robust representation

Risk preferences and their robust representation

Ziel dieser Dissertation ist es, den Begriff des Risikos unter den Aspekten seiner Quantifizierung durch robuste Darstellungen zu untersuchen. In einem ersten Teil wird Risiko anhand Kontext-Invarianter Merkmale betrachtet: Diversifizierung und Monotonie. Wir führen die drei Schlüsselkonzepte, R...

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Bibliographic Details
Main Author:	Drapeau, Samuel
Other Authors:	Föllmer, Hans
Format:	Doctoral Thesis
Language:	English
Published:	Humboldt-Universität zu Berlin, Mathematisch-Naturwissenschaftliche Fakultät II 2010
Subjects:	Riskopräferenz Riskoordnung Riskomaß Risikoakzeptanzfamilen Robuste Darstellung Bedingte Präferenz Value at Risk Sicherheitsäquivalent ökonomischer Risikoindex von Neuman and Morgenstern Darstellung Automatische Stetigkeit Risk Preference Risk Order Risk Measure Risk Acceptance Family Robust Representation Conditional Preference Certainty Equivalent von Neuman and Morgenstern Representation Automatic Continuity Economic Index of Riskiness 510 Mathematik 27 Mathematik SK 840 ddc:510
Online Access:	http://edoc.hu-berlin.de/18452/16787 http://nbn-resolving.de/urn:nbn:de:kobv:11-100172973 http://dx.doi.org/10.18452/16135

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