Stochastic dominance and risk measure: a decision-theoretic foundation for VaR and C-VaR (Q992696): Difference between revisions
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Revision as of 02:51, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic dominance and risk measure: a decision-theoretic foundation for VaR and C-VaR |
scientific article |
Statements
Stochastic dominance and risk measure: a decision-theoretic foundation for VaR and C-VaR (English)
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9 September 2010
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decision analysis
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risk analysis
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risk attributes
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utility
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stochastic dominance
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