Mean-Deviation Analysis in the Theory of Choice

Risk Analysis

Volumn 32, Issue 8, 2012, Pages 1277-1292

  Grechuk, Bogdan ^a   Molyboha, Anton ^b   Zabarankin, Michael ^b  

^a UNIVERSITY OF LEICESTER   (United Kingdom)

^b Stevens Institute of Technology   (United States)

Author keywords

Coherent risk measures; Deviation measures; Mean deviation analysis; Theory of choice

Indexed keywords

AXIOMATIC FOUNDATION; COHERENT RISK MEASURES; DEVIATION MEASURES; DUAL UTILITY; MEAN-DEVIATION ANALYSIS; MONOTONICITY; PORTFOLIO SELECTION; PREFERENCE RELATION; RISK-SHARING; THEORY OF CHOICE;

RISK MANAGEMENT;

UNCERTAINTY ANALYSIS;

DECISION MAKING; ECONOMIC THEORY; INVESTMENT; OPTIMIZATION; RISK ASSESSMENT; STATISTICAL ANALYSIS; THEORETICAL STUDY; UNCERTAINTY ANALYSIS;

EID: 84865072536     PISSN: 02724332     EISSN: 15396924     Source Type: Journal    
DOI: 10.1111/j.1539-6924.2011.01611.x     Document Type: Article

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