Kappa ratios and (higher-order) stochastic dominance
Year of publication: |
August 2017
|
---|---|
Authors: | Niu, Cuizhen ; Wong, Wing Keung ; Xu, Qunfang |
Published in: |
Risk management : a journal of risk, crisis and disaster. - Basingstoke : Palgrave Macmillan, ISSN 1460-3799, ZDB-ID 2227982-9. - Vol. 19.2017, 3, p. 245-253
|
Subject: | Stochastic dominance | Kappa ratio | Omega ratio | Sortino ratio | Mean-risk analysis | Risk aversion | Theorie | Theory | Risikoaversion | Stochastischer Prozess | Stochastic process |
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