Pages that link to "Item:Q1617323"
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The following pages link to Expectiles, omega ratios and stochastic ordering (Q1617323):
Displaying 13 items.
- Optimal strategies under omega ratio (Q1713773) (← links)
- Omega ratio optimization with actuarial and financial applications (Q2030584) (← links)
- Expectile depth: theory and computation for bivariate datasets (Q2034470) (← links)
- Mean-expectile portfolio selection (Q2041013) (← links)
- Performance measurement with expectiles (Q2145704) (← links)
- Implicit quantiles and expectiles (Q2151639) (← links)
- Parametric measures of variability induced by risk measures (Q2172051) (← links)
- Comparison of \(L_p\)-quantiles and related skewness measures (Q2667589) (← links)
- Implicit expectiles and measures of implied volatility (Q4619525) (← links)
- On the dependence structure between S&P500, VIX and implicit Interexpectile Differences (Q4957243) (← links)
- Technical Note—Ranking Distributions When Only Means and Variances Are Known (Q5058048) (← links)
- Dispersive orderings induced by differences of inter risk measures (Q5881006) (← links)
- Stochastic orders and measures of skewness and dispersion based on expectiles (Q6099140) (← links)
