Stochastic dominance : convexity and some efficiency tests
Andrey Lizyayev
| Year of publication: |
2012
|
|---|---|
| Authors: | Lizyayev, Andrey |
| 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, 5, p. 1-19
|
| Subject: | Stochastic dominance | convexity | risk aversion | efficiency | Risikoaversion | Risk aversion | Theorie | Theory | Stochastischer Prozess | Stochastic process | Simulation | 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://ebvufind01.dmz1.zbw.eu/10009672606