From stochastic dominance to mean-risk models: Semideviations as risk measures (Q1610125)

From MaRDI portal
Revision as of 10:39, 30 July 2024 by Openalex240730090724 (talk | contribs) (Set OpenAlex properties.)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)





scientific article
Language Label Description Also known as
English
From stochastic dominance to mean-risk models: Semideviations as risk measures
scientific article

    Statements

    From stochastic dominance to mean-risk models: Semideviations as risk measures (English)
    0 references
    18 August 2002
    0 references
    decisions under risk
    0 references
    portfolio optimization
    0 references
    stochastic dominance
    0 references
    mean-risk model
    0 references

    Identifiers