A new characterization of second-order stochastic dominance (Q6665606)
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scientific article; zbMATH DE number 7969407
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new characterization of second-order stochastic dominance |
scientific article; zbMATH DE number 7969407 |
Statements
A new characterization of second-order stochastic dominance (English)
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17 January 2025
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expected shortfall
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stochastic dominance
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convex order
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dependence
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Strassen's theorem
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