✦ LIBER ✦

Dual Stochastic Dominance and Quantile Risk Measures

✍ Scribed by Wlodzimierz Ogryczak; Andrzej Ruszczyński

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

From stochastic dominance to mean-risk m

✍ Włodzimierz Ogryczak; Andrzej Ruszczyński 📂 Article 📅 1999 🏛 Elsevier Science 🌐 English ⚖ 253 KB

Stochastic Dominance and Absolute Risk A

✍ Jordi Caballe; Joan Esteban 📂 Article 📅 2006 🏛 Springer 🌐 English ⚖ 210 KB

A SHORT NOTE ON SECOND-ORDER STOCHASTIC

✍ Johannes Leitner 📂 Article 📅 2005 🏛 John Wiley and Sons 🌐 English ⚖ 54 KB

Utility maximization, risk aversion, and

✍ Mathias Beiglböck, Johannes Muhle-Karbe, Johannes Temme 📂 Article 📅 2011 🏛 Springer-Verlag 🌐 English ⚖ 319 KB

Tolerance intervals for quantiles of biv

✍ Omer L. Gebizlioglu; Banu Yagci 📂 Article 📅 2008 🏛 Elsevier Science 🌐 English ⚖ 257 KB

Stochastic orders and risk measures: Con

✍ Nicole Bäuerle; Alfred Müller 📂 Article 📅 2006 🏛 Elsevier Science 🌐 English ⚖ 224 KB