Mean-risk models using two risk measures : a multi-objective approach
Year of publication: |
2009
|
---|---|
Authors: | Roman, Diana ; Darby-Dowman, Kenneth ; Mitra, Gautam |
Published in: |
Quantitative fund management. - Boca Raton, Fla. [u.a.] : CRC Press, ISBN 978-1-4200-8191-6. - 2009, p. 393-423
|
Subject: | Theorie | Theory | Risiko | Risk | Risikomaß | Risk measure | Multikriterielle Entscheidungsanalyse | Multi-criteria analysis | Messung | Measurement |
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