The financial relevance of fuzzy stochastic dominance: a brief note

DOI10.1016/J.FSS.2004.11.013MaRDI QIDQ2486032zbMATH OpenOpenAlexFDO

Authors Emmanuel Haven

Publication date 5 August 2005

Published in Fuzzy Sets and Systems (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.fss.2004.11.013

zbMATH Keywords

Financial arbitrageFuzzy dominanceFuzzy first-order stochastic dominanceFuzzy relationsPreference modelling

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Individual preferences (91B08)

Recommendations

• scientific article; zbMATH DE number 3878662
• A fuzzy approach to stochastic dominance of random variables
• Imprecise stochastic orders and fuzzy rankings
• scientific article; zbMATH DE number 125970
• Stochastic dominance and optimal portfolio

Cites work

• A fuzzy approach to stochastic dominance of random variables
• Cycle-transitive comparison of independent random variables
• Cyclic evaluation of transitivity of reciprocal relations
• scientific article; zbMATH DE number 1869269 (Why is no real title available?)
• On the cycle-transitivity of the dice model

Cited in

(2)

• Multi-criteria semantic dominance: a linguistic decision aiding technique based on incomplete preference information
• Semantic dominance analysis for multicriteria decision-making problems with unbalanced linguistic scale

This page was built for publication: The financial relevance of fuzzy stochastic dominance: a brief note

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2486032)