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How risky is a random process? - MaRDI portal

How risky is a random process? (Q2402816)

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How risky is a random process?
scientific article

    Statements

    title
    How risky is a random process? (English)
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    author
    Sudhir A. Shah
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    publication date
    14 September 2017
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    zbMATH Keywords
    random processes
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    vector outcomes
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    comparative riskiness
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    utility-based second order stochastic dominance
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    monotone comparative statics
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    Identifiers

    Mathematics Subject Classification ID
    91B30
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    91B06
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    60G05
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    60E15
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    28B05
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    46G10
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    zbMATH DE Number
    6774895
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    OpenAlex ID
    W2294232024
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