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bn:02173781n
Noun Concept
Categories: Financial risk modeling, Utility
EN
entropic risk measure
EN
In financial mathematics, the entropic risk measure is a risk measure which depends on the risk aversion of the user through the exponential utility function. Wikipedia
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Sources
EN
In financial mathematics, the entropic risk measure is a risk measure which depends on the risk aversion of the user through the exponential utility function. Wikipedia
IS A
risk measure
Wikipedia
EN
entropic risk measure
Wikidata
EN
Entropic risk measure

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