نتایج جستجو برای: tail mean variance criterion

تعداد نتایج: 782384  

Journal: :International Journal of Theoretical and Applied Finance 2020

Journal: :Proceedings of the National Academy of Sciences 1967

Journal: :The Journal of Portfolio Management 1984

Journal: :Stochastic Analysis and Applications 2002

Journal: :Mathematics 2021

In stochastic games, the player’s payoff is a variable. most papers, expected considered as payoff, which means risk neutrality of players. However, there may exist risk-sensitive players who would take into account “risk” measuring their payoffs. paper, we propose model games with mean-variance functions, sum expectation and standard deviation multiplied by coefficient characterizing attention...

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