Standard stochastic dominance
Year of publication: |
1 February 2016
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Authors: | Post, Thierry |
Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 249.2016, 3 (1.2.), p. 1009-1020
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Subject: | Decision theory | Stochastic Dominance | Standard risk aversion | Portfolio theory | Linear Programming | Risikoaversion | Risk aversion | Portfolio-Management | Portfolio selection | Mathematische Optimierung | Mathematical programming | Entscheidungstheorie | Stochastischer Prozess | Stochastic process | Entscheidung unter Unsicherheit | Decision under uncertainty |
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