Competitive Ratio as Coherent Measure of Risk


Ahmad, Iftikhar ; Mohr, Esther ; Schmidt, Günter



DOI: https://doi.org/10.1007/978-3-319-00795-3_10
Document Type: Book chapter
Year of publication: 2014
Book title: Operations research proceedings 2012 : selected papers of the International Annual Conference of the German Operations Research Society (GOR), Leibniz Universität Hannover, Germany, September 5 - 7, 2012
Page range: 63-69
Author/Publisher of the book
(only the first ones mentioned)
:
Helber, Stefan
Place of publication: Cham ; Heidelberg [u.a.]
Publishing house: Springer
ISBN: 978-3-319-00794-6 , 978-3-319-00795-3
ISSN: 0721-5924
Publication language: English
Institution: Business School > ABWL, Risikotheorie, Portfolio Management u. Versicherungswissenschaft (Albrecht)
Subject: 330 Economics

Dieser Datensatz wurde nicht während einer Tätigkeit an der Universität Mannheim veröffentlicht, dies ist eine Externe Publikation.




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Ahmad, Iftikhar ; Mohr, Esther ; Schmidt, Günter (2014) Competitive Ratio as Coherent Measure of Risk. Helber, Stefan Operations research proceedings 2012 : selected papers of the International Annual Conference of the German Operations Research Society (GOR), Leibniz Universität Hannover, Germany, September 5 - 7, 2012 Cham ; Heidelberg [u.a.] 63-69 [Book chapter]


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