Deviation measure in second‐order stochastic dominance with an application to enhanced indexing (Q6091883)
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scientific article; zbMATH DE number 7768700
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| English | Deviation measure in second‐order stochastic dominance with an application to enhanced indexing |
scientific article; zbMATH DE number 7768700 |
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Deviation measure in second‐order stochastic dominance with an application to enhanced indexing (English)
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21 November 2023
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second-order stochastic dominance
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deviation measures
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lower partial moment
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tail risk measure
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enhanced indexing
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simulated data
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