Farinelli and Tibiletti ratio and stochastic dominance
Xu Guo, Cuizhen Niu, Wing-Keung Wong
| Year of publication: |
2019
|
|---|---|
| Authors: | Guo, Xu ; Niu, Cuizhen ; Wong, Wing Keung |
| Published in: |
Risk management : a journal of risk, crisis and disaster. - Basingstoke : Palgrave Macmillan, ISSN 1460-3799, ZDB-ID 2227982-9. - Vol. 21.2019, 3, p. 201-213
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| Subject: | First-order stochastic dominance | High-order stochastic dominance | Upside potential ratio | Farinelli and Tibiletti ratio | Risk measures | Stochastischer Prozess | Stochastic process | Theorie | Theory | Risiko | Risk | Portfolio-Management | Portfolio selection | Risikomaß | Risk measure | Messung | Measurement | Risikoaversion | Risk aversion |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1057/s41283-019-00050-2 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012063313