• Title of article

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

  • Author/Authors

    Wlodzimierz Ogryczak، نويسنده , , Andrzej Ruszczy ski، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 1999
  • Pages
    18
  • From page
    33
  • To page
    50
  • Keywords
    Portfolio optimization , Stochastic dominance , Decisions under risk , Mean-risk model
  • Journal title
    European Journal of Operational Research
  • Serial Year
    1999
  • Journal title
    European Journal of Operational Research
  • Record number

    212944

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=212944