On consistency of stochastic dominance and mean-semideviation models (Q5944951): Difference between revisions
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scientific article; zbMATH DE number 1655717
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English | On consistency of stochastic dominance and mean-semideviation models |
scientific article; zbMATH DE number 1655717 |
Statements
On consistency of stochastic dominance and mean-semideviation models (English)
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10 October 2001
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decisions under risk
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stochastic dominance
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mean-risk models
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portfolio optimization
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