Author:
Ben-Tal Aharon,Teboulle Marc
Publisher
Springer Science and Business Media LLC
Subject
Management Science and Operations Research,General Decision Sciences
Reference20 articles.
1. K.J. Arrow,Essays in the Theory of Risk-Bearing (North-Holland, American Elsevier, Amsterdam and New York, 1974).
2. G. Bamberg and K. Spremann, Implications of constant risk aversion, Z. Oper. Res. 25 (1981) 205–224.
3. A. Ben-Tal and A. Ben-Israel, A recourse certainty equivalent for decisions under uncertainty, this volume.
4. A. Ben-Tal and M. Teboulle, Expected utility, penalty functions and duality in stochastic nonlinear programming, Manag. Sci. 32 (1986) 1445–1466.
5. D. Cass and J.E. Stiglitz. The structure of investor preferences and asset returns, and separability in portfolio allocation: a contribution to the pure theory of mutual funds, J. Econ. Theory 2 (1970) 122–160.
Cited by
14 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献