A note on second-order stochastic dominance for linear combinations of dependent Bernoulli random variables (Q6107517)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A note on second-order stochastic dominance for linear combinations of dependent Bernoulli random variables |
scientific article; zbMATH DE number 7706244
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on second-order stochastic dominance for linear combinations of dependent Bernoulli random variables |
scientific article; zbMATH DE number 7706244 |
Statements
A note on second-order stochastic dominance for linear combinations of dependent Bernoulli random variables (English)
0 references
3 July 2023
0 references
stochastic dominance
0 references
dependence
0 references
liquidity risk
0 references
