Beschrijving
This book is the first in the market to treat single- and multi-period risk measures (risk functionals) in a thorough, comprehensive manner. It combines the treatment of properties of the risk measures with the related aspects of decision making under risk. The book introduces the theory of risk measures in a mathematically sound way. It contains properties, characterizations and representations of risk functionals for single-period and multi-period activities, and also shows the embedding of such functionals in decision models and the properties of these models.
Boekdetails
Formaat
eBook
Pagina's
286 pagina's
Taal
Engels
Gepubliceerd
jan. 10, 2010
Uitgever
World Scientific Publishing Company
Edities
2 edities
ISBN-10
1281918555
ISBN-13
9781281918550