Dual Stochastic Dominance and Quantile Risk Measures (Q4806837)
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scientific article; zbMATH DE number 1911028
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dual Stochastic Dominance and Quantile Risk Measures |
scientific article; zbMATH DE number 1911028 |
Statements
Dual Stochastic Dominance and Quantile Risk Measures (English)
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23 June 2003
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portfolio optimization
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stochastic dominance
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mean-risk
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value at risk
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linear programming
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