Orderings and risk probability functionals in portfolio theory (Q3615201)
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scientific article; zbMATH DE number 5529959
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| English | Orderings and risk probability functionals in portfolio theory |
scientific article; zbMATH DE number 5529959 |
Statements
17 March 2009
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probability metrics
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stochastic dominance
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FORS orderings
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Mellin transform
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coherent and convex measures
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0.8797701001167297
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0.8556402325630188
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0.8195509910583496
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0.8109499216079712
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0.8010909557342529
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