Deviation measure in second‐order stochastic dominance with an application to enhanced indexing
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Publication:6091883
DOI10.1111/itor.12629OpenAlexW2911664277WikidataQ128550140 ScholiaQ128550140MaRDI QIDQ6091883
Publication date: 21 November 2023
Published in: International Transactions in Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/itor.12629
second-order stochastic dominancedeviation measuressimulated dataenhanced indexingtail risk measurelower partial moment
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