Satisficing measures for analysis of risky positions

Satisficing measures for analysis of risky positions

10.1287/mnsc.1080.0929

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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
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Institution: National University of Singapore
id sg-nus-scholar.10635-44092
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spelling sg-nus-scholar.10635-440922023-10-30T22:15:39Z Satisficing measures for analysis of risky positions Brown, D.B. Sim, M. DECISION SCIENCES Aspiration levels Coherent risk measures Convex risk measures Portfolio optimization Risk measures Satisficing Targets 10.1287/mnsc.1080.0929 Management Science 55 1 71-84 MSCIA 2013-10-09T03:26:39Z 2013-10-09T03:26:39Z 2009 Article Brown, D.B., Sim, M. (2009). Satisficing measures for analysis of risky positions. Management Science 55 (1) : 71-84. ScholarBank@NUS Repository. https://doi.org/10.1287/mnsc.1080.0929 00251909 http://scholarbank.nus.edu.sg/handle/10635/44092 000262436100007 Scopus
institution National University of Singapore
building NUS Library
continent Asia
country Singapore
Singapore
content_provider NUS Library
collection ScholarBank@NUS
topic Aspiration levels
Coherent risk measures
Convex risk measures
Portfolio optimization
Risk measures
Satisficing
Targets
spellingShingle Aspiration levels
Coherent risk measures
Convex risk measures
Portfolio optimization
Risk measures
Satisficing
Targets
Brown, D.B.
Sim, M.
Satisficing measures for analysis of risky positions
description 10.1287/mnsc.1080.0929
author2 DECISION SCIENCES
author_facet DECISION SCIENCES
Brown, D.B.
Sim, M.
format Article
author Brown, D.B.
Sim, M.
author_sort Brown, D.B.
title Satisficing measures for analysis of risky positions
title_short Satisficing measures for analysis of risky positions
title_full Satisficing measures for analysis of risky positions
title_fullStr Satisficing measures for analysis of risky positions
title_full_unstemmed Satisficing measures for analysis of risky positions
title_sort satisficing measures for analysis of risky positions
publishDate 2013
url http://scholarbank.nus.edu.sg/handle/10635/44092
_version_ 1781411268278616064

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