Satisficing measures for analysis of risky positions

Satisficing measures for analysis of risky positions

10.1287/mnsc.1080.0929

Saved in:
Bibliographic Details
Main Authors: Brown, D.B., Sim, M.
Other Authors: DECISION SCIENCES
Format: Article
Published: 2013
Subjects:
Aspiration levels
Coherent risk measures
Convex risk measures
Portfolio optimization
Risk measures
Satisficing
Targets
Online Access:http://scholarbank.nus.edu.sg/handle/10635/44092
Tags: Add Tag
No Tags, Be the first to tag this record!
Institution: National University of Singapore

Internet

http://scholarbank.nus.edu.sg/handle/10635/44092

Similar Items