On extending the LP computable risk measures to account downside risk (Q2574063)
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scientific article; zbMATH DE number 2229867
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | On extending the LP computable risk measures to account downside risk |
scientific article; zbMATH DE number 2229867 |
Statements
On extending the LP computable risk measures to account downside risk (English)
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16 November 2005
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portfolio optimization
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mean-risk
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stochastic dominance
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downside risk
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linear programming
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0.863897442817688
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0.8451153635978699
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0.8277119994163513
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0.8217112421989441
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0.8208001255989075
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