Expected Utility Maximization with Stochastic Dominance Constraints in Complete Markets (Q5162844)
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scientific article; zbMATH DE number 7421259
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| English | Expected Utility Maximization with Stochastic Dominance Constraints in Complete Markets |
scientific article; zbMATH DE number 7421259 |
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Expected Utility Maximization with Stochastic Dominance Constraints in Complete Markets (English)
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5 November 2021
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expected utility maximization
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stochastic dominance
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tail risk management
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risk sharing
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quantile formulation
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0.9111677
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0.90815413
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