Metrization of stochastic dominance rules
Stoyan V. Stoyanov; Svetlozar T. Rachev; Frank J. Fabozzi
| Year of publication: |
2012
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|---|---|
| Authors: | Stoyanov, Stoyan V. ; Račev, Svetlozar T. ; Fabozzi, Frank J. |
| Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 15.2012, 2, p. 1-22
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| Subject: | Stochastic dominance | quasi-semimetrics | almost stochastic orders | average value-at-risk | Stochastischer Prozess | Stochastic process | Theorie | Theory | Risikomaß | Risk measure | Wahrscheinlichkeitsrechnung | Probability theory | Portfolio-Management | Portfolio selection | Risiko | Risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009624503