Mean-risk models using two risk measures : a multi-objective approach
Diana Roman, Kenneth Darby-Dowman and Gautam Mitra
| 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 | Messung | Measurement | Risikomaß | Risk measure | Risiko | Risk | Multikriterielle Entscheidungsanalyse | Multi-criteria analysis |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003797023