Advanced Search
MyIDEAS: Login to save this paper or follow this series

On Stochastic Dominance and Mean-Semideviation Models

Contents:

Author Info

  • W. Ogryczak
  • A. Ruszczynski

Abstract

No abstract is available for this item.

Download Info

If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
File URL: http://www.iiasa.ac.at/Publications/Documents/IR-97-043.pdf
Download Restriction: no

File URL: http://www.iiasa.ac.at/Publications/Documents/IR-97-043.ps
Download Restriction: no

Bibliographic Info

Paper provided by International Institute for Applied Systems Analysis in its series Working Papers with number ir97043.

as in new window
Length:
Date of creation: Jul 1997
Date of revision:
Handle: RePEc:wop:iasawp:ir97043

Contact details of provider:
Postal: A-2361 Laxenburg
Phone: +43-2236-807-0
Fax: +43-2236-71313
Email:
Web page: http://www.iiasa.ac.at/Publications/Catalog/PUB_ONLINE.html
More information through EDIRC

Related research

Keywords:

References

References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
as in new window
  1. Porter, R Burr, 1974. "Semivariance and Stochastic Dominance: A Comparison," American Economic Review, American Economic Association, American Economic Association, vol. 64(1), pages 200-04, March.
  2. Rothschild, Michael & Stiglitz, Joseph E., 1970. "Increasing risk: I. A definition," Journal of Economic Theory, Elsevier, Elsevier, vol. 2(3), pages 225-243, September.
  3. Hanoch, G & Levy, Haim, 1969. "The Efficiency Analysis of Choices Involving Risk," Review of Economic Studies, Wiley Blackwell, Wiley Blackwell, vol. 36(107), pages 335-46, July.
  4. W. Ogryczak & A. Ruszczynski, 1997. "From Stochastic Dominance to Mean-Risk Models: Semideviations as Risk Measures," Working Papers, International Institute for Applied Systems Analysis ir97027, International Institute for Applied Systems Analysis.
  5. Haim Levy, 1992. "Stochastic Dominance and Expected Utility: Survey and Analysis," Management Science, INFORMS, INFORMS, vol. 38(4), pages 555-593, April.
Full references (including those not matched with items on IDEAS)

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as in new window

Cited by:
  1. W. Michalowski & W. Ogryczak, 1998. "Extending the MAD Portfolio Optimization Model to Incorporate Downside Risk Aversion," Working Papers, International Institute for Applied Systems Analysis ir98041, International Institute for Applied Systems Analysis.

Lists

This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

Statistics

Access and download statistics

Corrections

When requesting a correction, please mention this item's handle: RePEc:wop:iasawp:ir97043. See general information about how to correct material in RePEc.

For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Thomas Krichel).

If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

If references are entirely missing, you can add them using this form.

If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

Please note that corrections may take a couple of weeks to filter through the various RePEc services.