Expectiles, omega ratios and stochastic ordering (Q1617323)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Expectiles, omega ratios and stochastic ordering |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Expectiles, omega ratios and stochastic ordering |
scientific article |
Statements
Expectiles, omega ratios and stochastic ordering (English)
0 references
8 November 2018
0 references
expectile order
0 references
omega ratio
0 references
stop-loss transform
0 references
third-order stochastic dominance
0 references
skew-normal distribution
0 references
Lomax distribution
0 references
