The relationship between risk and incomplete states uncertainty: a tsallis entropy perspective.
Oren J. TapieroPublished in: Algorithmic Finance (2013)
Keyphrases
- risk measures
- risk averse
- incomplete knowledge
- uncertain information
- expected utility
- risk management
- missing data
- risk aversion
- uncertain data
- risk assessment
- multiple perspectives
- portfolio management
- partial knowledge
- risk analysis
- extreme events
- minimum risk
- stochastic programming
- hidden markov models
- decision theory
- conditional probabilities
- missing values
- decision makers
- fuzzy sets