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.
- ISBN10 1281918555
- ISBN13 9781281918550
- Publish Date 1 January 2007
- Publish Status Active
- Out of Print 17 February 2015
- Publish Country US
- Imprint World Scientific Publishing Company
- Format eBook
- Pages 286
- Language English