Ranking distributions when only means and variances are known
Year of publication: |
[2020] ; Revised version of 2019/37/DSC
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Authors: | Müller, Alfred ; Scarsini, Marco ; Tsetlin, Ilia ; Winkler, Robert L. |
Publisher: |
[Fontainebleau] : INSEAD |
Subject: | Decision analysis: stochastic dominance | utility | risk | Probability: distribution comparisons | Theorie | Theory | Wahrscheinlichkeitsrechnung | Probability theory | Stochastischer Prozess | Stochastic process | Entscheidung | Decision | Risiko | Risk | Statistische Verteilung | Statistical distribution | Ranking-Verfahren | Ranking method | Nutzen | Utility |
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