Expectiles, omega ratios and stochastic ordering (Q1617323)
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scientific article; zbMATH DE number 6974941
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Expectiles, omega ratios and stochastic ordering |
scientific article; zbMATH DE number 6974941 |
Statements
Expectiles, omega ratios and stochastic ordering (English)
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8 November 2018
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expectile order
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omega ratio
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stop-loss transform
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third-order stochastic dominance
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skew-normal distribution
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Lomax distribution
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