Satisficing Measures for Analysis of Risky Positions

DOI10.1287/MNSC.1080.0929zbMath1232.91611OpenAlexW2138862581MaRDI QIDQ3117772

David B. Brown, Melvyn Sim

Publication date: 29 February 2012

Published in: Management Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/mnsc.1080.0929

zbMATH Keywords

portfolio optimizationcoherent risk measuresrisk measuresconvex risk measures

Mathematics Subject Classification ID

Portfolio theory (91G10)

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