Stochastically weighted stochastic dominance concepts with an application in capital budgeting
Jian Hu; Tito Homem-de-Mello; Sanjay Mehrotra
| Year of publication: |
2014
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|---|---|
| Authors: | Hu, Jian ; Homem-de-Mello, Tito ; Mehrotra, Sanjay |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 232.2014, 3 (1.2.), p. 572-583
|
| Subject: | Stochastic programming | Stochastic dominance | Risk management | Chance constraint | Integer programming | Stochastischer Prozess | Stochastic process | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Risikomanagement | Portfolio-Management | Portfolio selection | Ganzzahlige Optimierung |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010224961