Pages that link to "Item:Q3116732"
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The following pages link to Third Degree Stochastic Dominance and Mean-Risk Analysis (Q3116732):
Displaying 13 items.
- Sufficient conditions under which SSD- and MR-efficient sets are identical (Q297397) (← links)
- On relations between DEA-risk models and stochastic dominance efficiency tests (Q301149) (← links)
- Stochastic dominance and mean-variance measures of profit and loss for business planning and investment (Q881544) (← links)
- Portfolio selection in multidimensional general and partial moment space (Q964574) (← links)
- From stochastic dominance to mean-risk models: Semideviations as risk measures (Q1610125) (← links)
- Insurance choice under third degree stochastic dominance (Q1622530) (← links)
- On exact and approximate stochastic dominance strategies for portfolio selection (Q1751812) (← links)
- Incomplete risk-preference information in portfolio decision analysis (Q2079418) (← links)
- A Bowley solution with limited ceded risk for a monopolistic reinsurer (Q2306102) (← links)
- Deviation measure in second‐order stochastic dominance with an application to enhanced indexing (Q6091883) (← links)
- Variance insurance contracts (Q6199667) (← links)
- Efficient portfolios and extreme risks: a Pareto-Dirichlet approach (Q6546994) (← links)
- Cost-efficient payoffs under model ambiguity (Q6619586) (← links)