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

Wlodzimierz OgryczakAndrzej Ruszczynski
Published in: Eur. J. Oper. Res. (1999)
Keyphrases
  • risk measures
  • stochastic dominance
  • risk management
  • portfolio optimization
  • risk averse
  • long term