Generalized Optimal Initial Capital and Risk Measures Induced by the Generalized Certainty Equivalent

Methodology And Computing In Applied Probability 2026

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Authors: Zhenfeng Zou

DOI: 10.1007/s11009-025-10239-6

Cited by: 0

References: 29

Fields of Study & Subjects

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

References 29