From stochastic dominance to mean-risk models: Semideviations as risk measures (Q1610125)
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English | From stochastic dominance to mean-risk models: Semideviations as risk measures |
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From stochastic dominance to mean-risk models: Semideviations as risk measures (English)
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18 August 2002
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decisions under risk
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portfolio optimization
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stochastic dominance
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mean-risk model
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