Deviation measure in second‐order stochastic dominance with an application to enhanced indexing (Q6091883): Difference between revisions
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Revision as of 09:26, 30 July 2024
scientific article; zbMATH DE number 7768700
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Deviation measure in second‐order stochastic dominance with an application to enhanced indexing |
scientific article; zbMATH DE number 7768700 |
Statements
Deviation measure in second‐order stochastic dominance with an application to enhanced indexing (English)
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21 November 2023
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second-order stochastic dominance
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deviation measures
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lower partial moment
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tail risk measure
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enhanced indexing
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simulated data
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