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~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Management Science"
~person:"Brown, David B."
~subject:"convex risk measures"
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Discussion paper / Centre for Economic Policy Research
Management Science
University of St. Gallen Department of Economics working paper series 2009
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Satisficing Measures for Analysis of Risky Positions
Brown, David B.
;
Sim, Melvyn
- In:
Management Science
55
(
2009
)
1
,
pp. 71-84
. Finally, we show some promising results for our approach compared to traditional methods in a real-world
portfolio
problem …
Persistent link: https://www.econbiz.de/10009204244
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