METRIZATION OF STOCHASTIC DOMINANCE RULES
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Publication:2882693
DOI10.1142/S0219024912500173zbMath1282.91162MaRDI QIDQ2882693
Stoyan V. Stoyanov, Frank J. Fabozzi, Svetlozar T. Rachev
Publication date: 7 May 2012
Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)
60E15: Inequalities; stochastic orderings
Related Items
Aspects of optimization with stochastic dominance, Compromise programming with Tchebycheff norm for discrete stochastic orders, Partial stochastic dominance via optimal transport, Optimization with Multivariate Stochastic Dominance Constraints
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