Stochastic dominance and risk measure: a decision-theoretic foundation for VaR and C-VaR (Q992696)
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scientific article; zbMATH DE number 5781898
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| English | Stochastic dominance and risk measure: a decision-theoretic foundation for VaR and C-VaR |
scientific article; zbMATH DE number 5781898 |
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Stochastic dominance and risk measure: a decision-theoretic foundation for VaR and C-VaR (English)
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9 September 2010
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decision analysis
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risk analysis
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risk attributes
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utility
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stochastic dominance
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0.825978696346283
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0.7946355938911438
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0.7936065793037415
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0.7931338548660278
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0.764828085899353
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