Login / Signup
From stochastic dominance to mean-risk models: Semideviations as risk measures.
Wlodzimierz Ogryczak
Andrzej Ruszczynski
Published in:
Eur. J. Oper. Res. (1999)
Keyphrases
</>
risk measures
stochastic dominance
risk management
portfolio optimization
risk averse
long term