Dual Stochastic Dominance and Quantile Risk Measures (Q4806837)
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scientific article; zbMATH DE number 1911028
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Dual Stochastic Dominance and Quantile Risk Measures |
scientific article; zbMATH DE number 1911028 |
Statements
Dual Stochastic Dominance and Quantile Risk Measures (English)
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23 June 2003
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portfolio optimization
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stochastic dominance
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mean-risk
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value at risk
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linear programming
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0.8868474960327148
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0.8788711428642273
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0.825978696346283
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0.807367742061615
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0.7962652444839478
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