Almost expectation and excess dependence notions (Q893027): Difference between revisions

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+Extremal generators and extremal distributions for the continuous \(s\)-convex stochastic orderings
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+Correlated risks, bivariate utility and optimal choices
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+The demand for a risky asset in the presence of a background risk
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+A note on almost stochastic dominance
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+Asset Proportions in Optimal Portfolios
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+Monotonic dependence functions of bivariate distributions
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+Preferred by “All” and Preferred by “Most” Decision Makers: Almost Stochastic Dominance
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+Multivariate Risk Aversion, Utility Independence and Separable Utility Functions
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+Expectation dependence of random variables, with an application in portfolio theory
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