A SHORT NOTE ON SECOND‐ORDER STOCHASTIC DOMINANCE PRESERVING COHERENT RISK MEASURES (Q5700136)
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scientific article; zbMATH DE number 2218870
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A SHORT NOTE ON SECOND‐ORDER STOCHASTIC DOMINANCE PRESERVING COHERENT RISK MEASURES |
scientific article; zbMATH DE number 2218870 |
Statements
A SHORT NOTE ON SECOND‐ORDER STOCHASTIC DOMINANCE PRESERVING COHERENT RISK MEASURES (English)
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27 October 2005
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average value at risk
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0.8649649024009705
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0.8294780254364014
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0.8151075839996338
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0.8099750876426697
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