A stochastic dominance approach to financial risk management strategies (Q2347722)
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scientific article; zbMATH DE number 6443575
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | A stochastic dominance approach to financial risk management strategies |
scientific article; zbMATH DE number 6443575 |
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A stochastic dominance approach to financial risk management strategies (English)
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8 June 2015
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stochastic dominance
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value-at-risk
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daily capital charges
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violation penalties
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optimizing strategy
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Basel III accord
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VIX futures
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global financial crisis
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0.89214426
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0.8912059
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0.8863439
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0.8853395
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0.88407356
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0.87961394
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0.8795956
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0.87776834
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