Probability metrics with applications in finance (Q2324082): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
ReferenceBot (talk | contribs) Changed an Item |
||
Property / cites work | |||
Property / cites work: Inequalities for E k(X, Y) when the marginals are fixed / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q3999495 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: DESIRABLE PROPERTIES OF AN IDEAL RISK MEASURE IN PORTFOLIO THEORY / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Generalized deviations in risk analysis / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q5844986 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Modern Theory of Summation of Random Variables / rank | |||
Normal rank |
Latest revision as of 11:26, 20 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Probability metrics with applications in finance |
scientific article |
Statements
Probability metrics with applications in finance (English)
0 references
13 September 2019
0 references
probability metrics
0 references
stochastic dominance
0 references
dispersion measure
0 references
deviation measure
0 references
risk measure
0 references
benchmark-tracking
0 references