Kappa ratios and (higher-order) stochastic dominance
Cuizhen Niu, Wing-Keung Wong, Qunfang Xu
| Year of publication: |
August 2017
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|---|---|
| Authors: | Niu, Cuizhen ; Wong, Wing Keung ; Xu, Qunfang |
| Published in: |
Risk management : a journal of risk, crisis and disaster. - Basingstoke : Palgrave Macmillan, ISSN 1460-3799, ZDB-ID 2227982-9. - Vol. 19.2017, 3, p. 245-253
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| Subject: | Stochastic dominance | Kappa ratio | Omega ratio | Sortino ratio | Mean-risk analysis | Risk aversion | Theorie | Theory | Risikoaversion | Stochastischer Prozess | Stochastic process | Risiko | Risk | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1057/s41283-017-0020-1 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011801024