Short Communication: Minimal Quantile Functions Subject to Stochastic Dominance Constraints (Q5868796)
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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)
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23 September 2022
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SSD-minimal
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stochastic dominance
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Skorokhod lemma
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complete market
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risk minimizing
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