Technical note: an unexpected stochastic dominance : pareto distributions, dependence, and diversification
Yuyu Chen, Paul Embrechts, Ruodu Wang
| Alternative title: | An unexpected stochastic dominance |
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| Year of publication: |
2025
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| Authors: | Chen, Yuyu ; Embrechts, Paul ; Wang, Ruodu |
| Published in: |
Operations research. - Linthicum, Md. : INFORMS, ISSN 1526-5463, ZDB-ID 2019440-7. - Vol. 73.2025, 3, p. 1336-1344
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| Subject: | Decision Analysis | diversification effect | first-order stochastic dominance | Pareto distributions | risk pooling | Theorie | Theory | Stochastischer Prozess | Stochastic process | Statistische Verteilung | Statistical distribution | Diversifikation | Diversification | Pareto-Optimum | Pareto efficiency | Risiko | Risk | Risikomanagement | Risk management |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/opre.2022.0505 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015445743