Probability metrics with applications in finance (Q2324082)
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scientific article; zbMATH DE number 7105014
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Probability metrics with applications in finance |
scientific article; zbMATH DE number 7105014 |
Statements
Probability metrics with applications in finance (English)
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13 September 2019
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probability metrics
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stochastic dominance
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dispersion measure
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deviation measure
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risk measure
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benchmark-tracking
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0.7559235692024231
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0.7375614643096924
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0.7310864925384521
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