Short Communication: Minimal Quantile Functions Subject to Stochastic Dominance Constraints (Q5868796): Difference between revisions
From MaRDI portal
Set profile property. |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 06:52, 7 March 2024
scientific article; zbMATH DE number 7591709
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Short Communication: Minimal Quantile Functions Subject to Stochastic Dominance Constraints |
scientific article; zbMATH DE number 7591709 |
Statements
Short Communication: Minimal Quantile Functions Subject to Stochastic Dominance Constraints (English)
0 references
23 September 2022
0 references
SSD-minimal
0 references
stochastic dominance
0 references
Skorokhod lemma
0 references
complete market
0 references
risk minimizing
0 references
