Stochastic dominance and risk measure: a decision-theoretic foundation for VaR and C-VaR (Q992696)
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: Stochastic dominance and risk measure: a decision-theoretic foundation for VaR and C-VaR |
scientific article; zbMATH DE number 5781898
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic dominance and risk measure: a decision-theoretic foundation for VaR and C-VaR |
scientific article; zbMATH DE number 5781898 |
Statements
Stochastic dominance and risk measure: a decision-theoretic foundation for VaR and C-VaR (English)
0 references
9 September 2010
0 references
decision analysis
0 references
risk analysis
0 references
risk attributes
0 references
utility
0 references
stochastic dominance
0 references
0 references
0 references
0 references
0 references
0 references
