Pages that link to "Item:Q992696"
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The following pages link to Stochastic dominance and risk measure: a decision-theoretic foundation for VaR and C-VaR (Q992696):
Displaying 9 items.
- Mean-risk analysis with enhanced behavioral content (Q297400) (← links)
- Loss-averse preferences and portfolio choices: an extension (Q320908) (← links)
- Stochastic dominance and mean-variance measures of profit and loss for business planning and investment (Q881544) (← links)
- Stochastic dominance via quantile regression with applications to investigate arbitrage opportunity and market efficiency (Q1753612) (← links)
- An improved estimation to make Markowitz's portfolio optimization theory users friendly and estimation accurate with application on the US stock market investment (Q1926915) (← links)
- Segregation and integration: a study of the behaviors of investors with extended value functions (Q1958417) (← links)
- A stochastic dominance approach to financial risk management strategies (Q2347722) (← links)
- Test statistics for prospect and Markowitz stochastic dominances with applications (Q3018506) (← links)
- Robust scheduling in a two-machine re-entrant flow shop to minimise the value-at-risk of the makespan: branch-and-bound and heuristic algorithms based on Markovian activity networks and phase-type distributions (Q6588502) (← links)
