From stochastic dominance to mean-risk models: Semideviations as riskmeasures
| Year of publication: |
1999
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|---|---|
| Authors: | Ogryczak, Wlodzimierz ; Ruszczynski, Andrzej |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 2430034. - Vol. 116.1999, 1, p. 33-50
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