Dual Stochastic Dominance and Related Mean-Risk Models (Q4785869)
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scientific article; zbMATH DE number 1848685
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dual Stochastic Dominance and Related Mean-Risk Models |
scientific article; zbMATH DE number 1848685 |
Statements
Dual Stochastic Dominance and Related Mean-Risk Models (English)
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5 January 2003
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decisions under uncertainty
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stochastic dominance
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Fenchel duality
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mean-risk analysis
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quantile risk measures
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stochastic programming
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