SSD Consistent Criteria and Coherent Risk Measures

Wlodzimierz Ogryczak, M. Opolska-Rutkowska. SSD Consistent Criteria and Coherent Risk Measures. In F. Ceragioli, Asen L. Dontchev, H. Futura, K. Marti, Luciano Pandolfi, editors, System Modeling and Optimization, Proceedings of the 22nd IFIP TC7 Conference held from July 18-22, 2005, in Turin, Italy. Volume 199 of IFIP International Federation for Information Processing, pages 227-237, Springer, 2005. [doi]

@inproceedings{OgryczakO05,
  title = {SSD Consistent Criteria and Coherent Risk Measures},
  author = {Wlodzimierz Ogryczak and M. Opolska-Rutkowska},
  year = {2005},
  doi = {10.1007/0-387-33006-2_21},
  url = {http://dx.doi.org/10.1007/0-387-33006-2_21},
  researchr = {https://researchr.org/publication/OgryczakO05},
  cites = {0},
  citedby = {0},
  pages = {227-237},
  booktitle = {System Modeling and Optimization, Proceedings of the 22nd IFIP TC7 Conference held from July 18-22, 2005, in Turin, Italy},
  editor = {F. Ceragioli and Asen L. Dontchev and H. Futura and K. Marti and Luciano Pandolfi},
  volume = {199},
  series = {IFIP International Federation for Information Processing},
  publisher = {Springer},
  isbn = {0-387-32774-6},
}