Farinelli and Tibiletti ratio and stochastic dominance
Year of publication: |
2019
|
---|---|
Authors: | Guo, Xu ; Niu, Cuizhen ; Wong, Wing Keung |
Published in: |
Risk management : a journal of risk, crisis and disaster. - Basingstoke : Palgrave Macmillan, ISSN 1460-3799, ZDB-ID 2227982-9. - Vol. 21.2019, 3, p. 201-213
|
Subject: | First-order stochastic dominance | High-order stochastic dominance | Upside potential ratio | Farinelli and Tibiletti ratio | Risk measures | Theorie | Theory | Stochastischer Prozess | Stochastic process | Risiko | Risk | Portfolio-Management | Portfolio selection | Messung | Measurement | Risikoaversion | Risk aversion |
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