Portfolio selection through an extremality stochastic order (Q2444701): Difference between revisions

From MaRDI portal
RedirectionBot (talk | contribs)
Changed an Item
ReferenceBot (talk | contribs)
Changed an Item
 
(2 intermediate revisions by 2 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2167356901 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4158362 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic orders and risk measures: consistency and bounds / rank
 
Normal rank
Property / cites work
 
Property / cites work: Convex measures of risk and trading constraints / rank
 
Normal rank
Property / cites work
 
Property / cites work: Classes of orderings of measures and related correlation inequalities. I. Multivariate totally positive distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Total positivity properties of absolute value multinormal variables with applications to confidence interval estimates and related probabilistic inequalities / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the generalization of Esscher and variance premiums modified for the elliptical family of distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic ordering of bivariate elliptical distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Tail Conditional Expectations for Elliptical Distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Some Concepts of Dependence / rank
 
Normal rank
Property / cites work
 
Property / cites work: Convex orders for linear combinations of random variables / rank
 
Normal rank
Property / cites work
 
Property / cites work: Inequalities: theory of majorization and its applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2778807 / rank
 
Normal rank
Property / cites work
 
Property / cites work: An introduction to copulas. Properties and applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: A note on the portfolio selection problem / rank
 
Normal rank
Property / cites work
 
Property / cites work: Total positivity order and the normal distribution / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multivariate stochastic dominance with fixed dependence structure / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic orders / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3321201 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Dual Theory of Choice under Risk / rank
 
Normal rank

Latest revision as of 15:11, 7 July 2024

scientific article
Language Label Description Also known as
English
Portfolio selection through an extremality stochastic order
scientific article

    Statements

    Portfolio selection through an extremality stochastic order (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    10 April 2014
    0 references
    0 references
    0 references
    0 references
    0 references
    portfolio selection
    0 references
    extremality
    0 references
    upper orthant
    0 references
    0 references