On consistency of stochastic dominance and mean-semideviation models

DOI10.1007/s101070000203zbMath1014.91021MaRDI QIDQ5944951

Włodzimierz Ogryczak, Ruszczyński, Andrzej

Publication date: 10 October 2001

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

zbMATH Keywords

portfolio optimizationstochastic dominancedecisions under riskmean-risk models

Mathematics Subject Classification ID

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