Título: Measures of Risk on Variability with Application in Stochastic Activity Networks
Autores: Abdelkader, Yousry H.
Fecha: 2012-07-01
Publicador: European Journal of Business and Management
Fuente:
Tipo: info:eu-repo/semantics/article
Peer-reviewed Article
info:eu-repo/semantics/publishedVersion
Tema: No aplica
Descripción: We propose a simple measure of variability of some of the more commonly used distribution functions in the class of New-Better-than-Used in Expectation (NBUE). The measure result in a ranking of the distributions, and the methodology used is applicable to other distributions in NBUE class beside the one treated here. An application to stochastic activity networks is given to illustrate the idea and the applicability of the proposed measure. Keywords: Alternative Risk measure, Portfolio, Coefficient of Variation, Skewness, Project management,  Stochastic activity networks.
Idioma: Inglés