Connection between higher order measures of risk and stochastic dominance

to related objects

Location: Deutsche Nationalbibliothek Frankfurt am Main

Extent: 1 Online-Ressource.

Language: Englisch

Bibliographic citation: Connection between higher order measures of risk and stochastic dominance ; volume:21 ; number:2 ; day:5 ; month:9 ; year:2024 ; pages:1-28 ; date:12.2024
Computational management science ; 21, Heft 2 (5.9.2024), 1-28, 12.2024

Creator: Pichler, Alois

Contributor: SpringerLink (Online service)

DOI: 10.1007/s10287-024-00523-0

URN: urn:nbn:de:101:1-2411212225371.736834425416

Rights: Open Access; Der Zugriff auf das Objekt ist unbeschränkt möglich.

Last update: 15.08.2025, 7:27 AM CEST

Data provider

This object is provided by:
Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.

Show original at data provider

Associated

Pichler, Alois
SpringerLink (Online service)

Other Objects (12)

Arbeitspapier

Stochastic Dominance

Arbeitspapier

Testing for restricted stochastic dominance

Arbeitspapier

Testing for restricted stochastic dominance

Optimization with stochastic dominance constraints

Arbeitspapier

Apportioning of risks via stochastic dominance

Journal article | Zeitschriftenartikel

Value versus Growth: Stochastic Dominance Criteria

Portfolio optimization with stochastic dominance constraints

Value versus Growth: Stochastic Dominance Criteria

Quantile forecast combination using stochastic dominance

Statistical decision theory respecting stochastic dominance

Violations of first-order stochastic dominance

Artikel

Stochastic dominance and Omega ratio: Measures to examine market efficiency, arbitrage opportunity, and anomaly

Arbeitspapier

Stochastic Dominance

Arbeitspapier

Testing for restricted stochastic dominance

Arbeitspapier

Testing for restricted stochastic dominance

Optimization with stochastic dominance constraints

Arbeitspapier

Apportioning of risks via stochastic dominance

Journal article | Zeitschriftenartikel

Value versus Growth: Stochastic Dominance Criteria

Portfolio optimization with stochastic dominance constraints

Value versus Growth: Stochastic Dominance Criteria

Quantile forecast combination using stochastic dominance

Statistical decision theory respecting stochastic dominance

Violations of first-order stochastic dominance

Artikel

Stochastic dominance and Omega ratio: Measures to examine market efficiency, arbitrage opportunity, and anomaly

Arbeitspapier

Stochastic Dominance

Arbeitspapier

Testing for restricted stochastic dominance

Arbeitspapier

Testing for restricted stochastic dominance

Optimization with stochastic dominance constraints

Arbeitspapier

Apportioning of risks via stochastic dominance

Journal article | Zeitschriftenartikel

Value versus Growth: Stochastic Dominance Criteria

Portfolio optimization with stochastic dominance constraints

Value versus Growth: Stochastic Dominance Criteria

Quantile forecast combination using stochastic dominance

Statistical decision theory respecting stochastic dominance

Violations of first-order stochastic dominance

Artikel

Stochastic dominance and Omega ratio: Measures to examine market efficiency, arbitrage opportunity, and anomaly

Cultural heritage institutions wishing to register will find more information here.

Fields marked * need to be filled in.

Username*

Please enter your username

Email*

Please enter your email address

Please do not fill this field

First name

Last name

Password*

Please enter your password

Confirm password*

Please enter the same password

I have read the terms of use and the privacy policy for the collection of personal data and accept them. *

This field is required.

I would like to subscribe to the newsletter of the Deutsche Digitale Bibliothek. See newsletter subscription info.

Account created

Your "My DDB" account has been successfully created. Before you can log in to your account, you must click the confirmation link in the message we just sent to the email address you provided.

Connection between higher order measures of risk and stochastic dominance

Object Details

References and Relationships

Contributors, Places and Time

Further information

Data provider

Associated

Other Objects (12)

Stochastic Dominance

Testing for restricted stochastic dominance

Testing for restricted stochastic dominance

Optimization with stochastic dominance constraints

Apportioning of risks via stochastic dominance

Value versus Growth: Stochastic Dominance Criteria

Portfolio optimization with stochastic dominance constraints

Value versus Growth: Stochastic Dominance Criteria

Quantile forecast combination using stochastic dominance

Statistical decision theory respecting stochastic dominance

Violations of first-order stochastic dominance

Stochastic dominance and Omega ratio: Measures to examine market efficiency, arbitrage opportunity, and anomaly

Stochastic Dominance

Testing for restricted stochastic dominance

Testing for restricted stochastic dominance

Optimization with stochastic dominance constraints

Apportioning of risks via stochastic dominance

Value versus Growth: Stochastic Dominance Criteria

Portfolio optimization with stochastic dominance constraints

Value versus Growth: Stochastic Dominance Criteria

Quantile forecast combination using stochastic dominance

Statistical decision theory respecting stochastic dominance

Violations of first-order stochastic dominance

Stochastic dominance and Omega ratio: Measures to examine market efficiency, arbitrage opportunity, and anomaly

Stochastic Dominance

Testing for restricted stochastic dominance

Testing for restricted stochastic dominance

Optimization with stochastic dominance constraints

Apportioning of risks via stochastic dominance

Value versus Growth: Stochastic Dominance Criteria

Portfolio optimization with stochastic dominance constraints

Value versus Growth: Stochastic Dominance Criteria

Quantile forecast combination using stochastic dominance

Statistical decision theory respecting stochastic dominance

Violations of first-order stochastic dominance

Stochastic dominance and Omega ratio: Measures to examine market efficiency, arbitrage opportunity, and anomaly

Related objects

Reset password