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"From stochastic dominance to mean-risk models: Semideviations as risk ..."

Name: dblp XML data dump
Creator: Schloss Dagstuhl - Leibniz Center for Informatics
Published: 1993
License: https://creativecommons.org/publicdomain/zero/1.0/
Keywords: dblp, XML, computer science, scholarly publications, metadata

Wlodzimierz Ogryczak, Andrzej Ruszczynski (1999)

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DOI: 10.1016/S0377-2217(98)00167-2

access: closed

type: Journal Article

metadata version: 2020-05-30

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  dblp key:
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Wlodzimierz Ogryczak, Andrzej Ruszczynski:
From stochastic dominance to mean-risk models: Semideviations as risk measures. Eur. J. Oper. Res. 116(1): 33-50 (1999)

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