SSD Consistent Criteria and Coherent Risk Measures

DOI10.1007/0-387-33006-2_21zbMath1216.91016OpenAlexW1780121041MaRDI QIDQ3004463

Włodzimierz Ogryczak, M. Opolska-Rutkowska

Publication date: 1 June 2011

Published in: IFIP International Federation for Information Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/0-387-33006-2_21

zbMATH Keywords

stochastic dominancedecisions under riskmean-risk

Mathematics Subject Classification ID

Decision theory (91B06)

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