Work

On consistency of stochastic dominance and mean–semideviation models

Year: 2001

Type: article

Source: Mathematical Programming

DOI: 10.1007/pl00011396

Authors: Włodzimierz Ogryczak, Andrzej Ruszczyński

Institutions: Warsaw University of Technology, Rutgers, The State University of New Jersey

Language: English

Topic: Risk and Portfolio Optimization

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1972069020

FWCI: 11.95

Cites: 16

Cited by: 257

Related to: 10