Metrization of stochastic dominance rules
type: Item
instance of: scholarly article
zbMATH Open document ID: 1282.91162
DOI: 10.1142/S0219024912500173
author: Stoyan V. Stoyanov
author: Frank J. Fabozzi
author: Svetlozar T. Rachev
published in: International Journal of Theoretical and Applied Finance
publication date: 2012-05-07T00:00:00Z
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 60E15
zbMATH DE Number: 6031403
zbMATH Keywords: stochastic dominance
zbMATH Keywords: quasi-semimetrics
zbMATH Keywords: almost stochastic orders
zbMATH Keywords: average value-at-risk
MaRDI profile type: Publication
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full work available at URL: s0219024912500173
OpenAlex ID: W2065776771
title: Metrization of stochastic dominance rules
description: scientific article; zbMATH DE number 6031403