scholarly journals Risk premiums and certainty equivalents of loss-averse newsvendors of bounded utility

2019 ◽  
Vol 15 (4) ◽  
pp. 667-678
Author(s):  
Doraid Dalalah
Keyword(s):  
Risk Premiums ◽  
Certainty Equivalents

Emerging Market Risk Premiums

CFA Magazine ◽  
2005 ◽  
Vol 16 (2) ◽  
pp. 38-39
Author(s):  
Cynthia Harrington
Keyword(s):  
Emerging Market ◽  
Market Risk ◽  
Risk Premiums

Estimating Risk Premiums of Individual Hedge Funds

CFA Digest ◽  
2006 ◽  
Vol 36 (4) ◽  
pp. 6-8
Author(s):  
Keith H. Black
Keyword(s):  
Hedge Funds ◽  
Risk Premiums

A Fourier approach to the computation of conditional value-at-risk and optimized certainty equivalents

2014 ◽  
Vol 16 (6) ◽  
pp. 3-29 ◽  
Author(s):  
Samuel Drapeau ◽  
Michael Kupper ◽  
Antonis Papapantoleon
Keyword(s):  
At Risk ◽  
Value At Risk ◽  
Conditional Value At Risk ◽  
Certainty Equivalents
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