Stochastic dominance and risk measure: A decision-theoretic foundation for VaR and C-VaR
| Year of publication: |
2010
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|---|---|
| Authors: | Ma, Chenghu ; Wong, Wing-Keung |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 2430034. - Vol. 207.2010, 2 (1.12.), p. 927-936
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