From stochastic dominance to mean-risk models: Semideviations as risk measures (Q1610125)
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scientific article; zbMATH DE number 1783214
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | From stochastic dominance to mean-risk models: Semideviations as risk measures |
scientific article; zbMATH DE number 1783214 |
Statements
From stochastic dominance to mean-risk models: Semideviations as risk measures (English)
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18 August 2002
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decisions under risk
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portfolio optimization
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stochastic dominance
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mean-risk model
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