مرکز منطقه ای اطلاع رساني علوم و فناوري - From stochastic dominance to mean-risk models: Semideviations as risk measures

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 :

From page :

To page :

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 :