| 来源类型 | Book Section |
| DOI | 10.1007/978-3-662-12519-9_3 |
| How to measure risk. | |
| Pflug GC; Leopold-Wildburger, U.; Feichtinger, G.; Kistner, K.-P. | |
| 发表日期 | 1999 |
| 出处 | Modelling and Decisions in Economics: Essays in Honor of Franz Ferschl. Eds. Leopold-Wildburger, U. , Feichtinger, G. & Kistner, K.-P. , pp. 39-59 Heidelberg: Physica-Verlag. ISBN 978-3-662-12519-9 DOI: 10.1007/978-3-662-12519-9_3 . |
| 出版年 | 1999 |
| 语种 | 英语 |
| 摘要 | In financial optimization, the future distribution of wealth is projected by methods of statistical estimation and simulation. For making decisions, different wealth distributions have to be compared and the optimal has to be chosen. In this paper we discuss methods of assigning measures for risk (which are to be minimized) and measures for safety (which are to be maximized) to wealth distributions. Some properties of the presented measures are shown. |
| 主题 | Risk, Modeling, Policy (RMP) |
| URL | http://pure.iiasa.ac.at/id/eprint/5751/ |
| 来源智库 | International Institute for Applied Systems Analysis (Austria) |
| 引用统计 | |
| 资源类型 | 智库出版物 |
| 条目标识符 | http://119.78.100.153/handle/2XGU8XDN/133557 |
| 推荐引用方式 GB/T 7714 | Pflug GC,Leopold-Wildburger, U.,Feichtinger, G.,et al. How to measure risk.. 1999. |
| 条目包含的文件 | 条目无相关文件。 | |||||
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