Mean-risk models using two risk measures: a multi-objective approach (Q5423196): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Coherent Measures of Risk / rank
 
Normal rank
Property / cites work
 
Property / cites work: On a Bicriterion Formulation of the Problems of Integrated System Identification and System Optimization / rank
 
Normal rank
Property / cites work
 
Property / cites work: Some characterizations of the optimal solutions of a vector optimization problem / rank
 
Normal rank
Property / cites work
 
Property / cites work: A mean-absolute deviation-skewness portfolio optimization model / rank
 
Normal rank
Property / cites work
 
Property / cites work: The penalty interior-point method fails to converge / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multiple criteria linear programming model for portfolio selection / rank
 
Normal rank
Property / cites work
 
Property / cites work: From stochastic dominance to mean-risk models: Semideviations as risk measures / rank
 
Normal rank
Property / cites work
 
Property / cites work: Dual Stochastic Dominance and Related Mean-Risk Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multiple criteria decision making combined with finance: a categorized bibliographic study. / rank
 
Normal rank

Latest revision as of 10:33, 27 June 2024

scientific article; zbMATH DE number 5203409
Language Label Description Also known as
English
Mean-risk models using two risk measures: a multi-objective approach
scientific article; zbMATH DE number 5203409

    Statements

    Identifiers