A SHORT NOTE ON SECOND‐ORDER STOCHASTIC DOMINANCE PRESERVING COHERENT RISK MEASURES (Q5700136)
From MaRDI portal
scientific article; zbMATH DE number 2218870
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A SHORT NOTE ON SECOND‐ORDER STOCHASTIC DOMINANCE PRESERVING COHERENT RISK MEASURES |
scientific article; zbMATH DE number 2218870 |
Statements
A SHORT NOTE ON SECOND‐ORDER STOCHASTIC DOMINANCE PRESERVING COHERENT RISK MEASURES (English)
0 references
27 October 2005
0 references
average value at risk
0 references