Satisficing measures for analysis of risky positions

Management Science

Volumn 55, Issue 1, 2009, Pages 71-84

  Brown, David B ^a   Sim, Melvyn ^b  

^a DUKE UNIVERSITY   (United States)

^b NATIONAL UNIVERSITY OF SINGAPORE   (Singapore)

Author keywords

Aspiration levels; Coherent risk measures; Convex risk measures; Portfolio optimization; Risk measures; Satisficing; Targets

Indexed keywords

ASPIRATION LEVELS; COHERENT RISK MEASURES; CONVEX RISK MEASURES; PORTFOLIO OPTIMIZATION; RISK MEASURES; SATISFICING;

CONVEX OPTIMIZATION; ECONOMICS; FINANCIAL DATA PROCESSING; OPTIMIZATION; TARGETS;

RISK ASSESSMENT;

EID: 67650045642     PISSN: 00251909     EISSN: 15265501     Source Type: Journal    
DOI: 10.1287/mnsc.1080.0929     Document Type: Article

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