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Shortfall-Risiko / Excess-Chance-Entscheidungskalküle

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Albrecht, P., Maurer, R., Möller, M. Shortfall-Risiko / Excess-Chance-Entscheidungskalküle. . Grundlagen und Beziehungen zum Bernoulli-Prinzip. Journal of Contextual Economics – Schmollers Jahrbuch, 118(2), 249-274. https://doi.org/10.3790/schm.118.2.249
Albrecht, Peter; Maurer, Raimond and Möller, Matthias "Shortfall-Risiko / Excess-Chance-Entscheidungskalküle. Grundlagen und Beziehungen zum Bernoulli-Prinzip. " Journal of Contextual Economics – Schmollers Jahrbuch 118.2, 1998, 249-274. https://doi.org/10.3790/schm.118.2.249
Albrecht, Peter/Maurer, Raimond/Möller, Matthias (1998): Shortfall-Risiko / Excess-Chance-Entscheidungskalküle, in: Journal of Contextual Economics – Schmollers Jahrbuch, vol. 118, iss. 2, 249-274, [online] https://doi.org/10.3790/schm.118.2.249

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Shortfall-Risiko / Excess-Chance-Entscheidungskalküle

Grundlagen und Beziehungen zum Bernoulli-Prinzip

Albrecht, Peter | Maurer, Raimond | Möller, Matthias

Journal of Contextual Economics – Schmollers Jahrbuch, Vol. 118 (1998), Iss. 2 : pp. 249–274

2 Citations (CrossRef)

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Article Details

Albrecht, Peter

Maurer, Raimond

Möller, Matthias

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    2020

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Abstract

In the present paper decision models are examined which are based on the quantification of shortfall risk and as well excess chance with respect to a (financial) target. The focus of the paper is on the utility theoretic foundation of the respective models on the basis of the von Neuman- Morgenstern approach. A number of special cases of the general model conception are analysed in detail and as well economic applications treated in the literature are presentetd.