A standard measure of risk and risk-value models

Management Science

Volumn 42, Issue 12, 1996, Pages 1691-1705

  Jia, Jianmin ^a   Dyer, James S ^a  

^a NONE

Author keywords

Portfolio Optimization; Risk; Risk value Models; Utility Theory

Indexed keywords

DECISION MAKING; DECISION THEORY; MANAGEMENT SCIENCE; MATHEMATICAL MODELS; STANDARDS;

PORTFOLIO OPTIMIZATION; RISK VALUE MODELS; STANDARD MEASURE OF RISK; UTILITY THEORY;

RISK ASSESSMENT;

EID: 0030407534     PISSN: 00251909     EISSN: None     Source Type: Journal    
DOI: 10.1287/mnsc.42.12.1691     Document Type: Article

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