Berkhouch, Mohammed and Lakhnati, Ghizlane (2017): Extended Ginitype measures of risk and variability.

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Abstract
The main of this paper is to introduce a family of risk measures which generalizes the Ginitype measures of risk and variability, by taking into consideration the psychological behavior. Our risk measures family is coherent and catches variability with respect to the decisionmaker attitude towards risk.
Item Type:  MPRA Paper 

Original Title:  Extended Ginitype measures of risk and variability 
Language:  English 
Keywords:  risk measure, variability measure, risk aversion, signed Choquet integral, Extended Gini Shortfall 
Subjects:  C  Mathematical and Quantitative Methods > C6  Mathematical Methods ; Programming Models ; Mathematical and Simulation Modeling G  Financial Economics > G1  General Financial Markets > G10  General 
Item ID:  80329 
Depositing User:  Mohammed BERKHOUCH 
Date Deposited:  26 Jul 2017 15:44 
Last Modified:  26 Jul 2017 15:45 
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URI:  https://mpra.ub.unimuenchen.de/id/eprint/80329 