A Standard Measure of Risk and Risk-Value Models

DOI10.1287/mnsc.42.12.1691zbMath0886.90054OpenAlexW2096465868MaRDI QIDQ4361488

James S. Dyer, Jianmin Jia

Publication date: 28 October 1997

Published in: Management Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/mnsc.42.12.1691

zbMATH Keywords

portfolio optimizationmeasure of riskmeasure of expected utility

Mathematics Subject Classification ID

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