Stochastic dominance and risk measure: a decision-theoretic foundation for VaR and C-VaR (Q992696): Difference between revisions

@@ Property / OpenAlex ID @@
+W3124505284
@@ Property / OpenAlex ID: W3124505284 / rank @@
+Normal rank
@@ Property / cites work @@
+Economic implications of using a mean-VaR model for portfolio selection: a comparison with mean-variance analysis.
+Normal rank
@@ Property / cites work @@
+Coherent Measures of Risk
@@ Property / cites work: Coherent Measures of Risk / rank @@
+Normal rank
@@ Property / cites work @@
+ENHANCEMENT OF THE APPLICABILITY OF MARKOWITZ'S PORTFOLIO OPTIMIZATION BY UTILIZING RANDOM MATRIX THEORY
+Normal rank
@@ Property / cites work @@
+A Generalization of the Quasilinear Mean with Applications to the Measurement of Income Inequality and Decision Theory Resolving the Allais Paradox
+Normal rank
@@ Property / cites work @@
+An axiomatic characterization of preferences under uncertainty: Weakening the independence axiom
+Normal rank
@@ Property / cites work @@
+Gains from diversification on convex combinations: a majorization and stochastic dominance approach
+Normal rank
@@ Property / cites work @@
+Stochastic finance. An introduction in discrete time
+Normal rank
@@ Property / cites work @@
+Q3994411
@@ Property / cites work: Q3994411 / rank @@
+Normal rank
@@ Property / cites work @@
+A SHORT NOTE ON SECOND‐ORDER STOCHASTIC DOMINANCE PRESERVING COHERENT RISK MEASURES
+Normal rank
@@ Property / cites work @@
+Advanced Asset Pricing Theory
@@ Property / cites work: Advanced Asset Pricing Theory / rank @@
+Normal rank
@@ Property / cites work @@
+Dual Stochastic Dominance and Related Mean-Risk Models
+Normal rank
@@ Property / cites work @@
+Q2724706
@@ Property / cites work: Q2724706 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5844986
@@ Property / cites work: Q5844986 / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic dominance and mean-variance measures of profit and loss for business planning and investment
+Normal rank
@@ Property / cites work @@
+Prospect and Markowitz stochastic dominance
@@ Property / cites work: Prospect and Markowitz stochastic dominance / rank @@
+Normal rank
@@ Property / cites work @@
+A note on convex stochastic dominance
@@ Property / cites work: A note on convex stochastic dominance / rank @@
+Normal rank
@@ Property / cites work @@
+Preferences over location-scale family
@@ Property / cites work: Preferences over location-scale family / rank @@
+Normal rank
@@ Property / cites work @@
+The Dual Theory of Choice under Risk
@@ Property / cites work: The Dual Theory of Choice under Risk / rank @@
+Normal rank