Technical note - ranking distributions when only means and variances are known
Alfred Müller, Marco Scarsini, Ilia Tsetlin, Robert L. Winkler
| Year of publication: |
2022
|
|---|---|
| Authors: | Müller, Alfred ; Scarsini, Marco ; Tsetlin, Ilia ; Winkler, Robert L. |
| Published in: |
Operations research. - Linthicum, Md. : INFORMS, ISSN 1526-5463, ZDB-ID 2019440-7. - Vol. 70.2022, 5, p. 2851-2859
|
| Subject: | choice between lotteries | Decision Analysis | first-order almost-stochastic dominance | marginal utility | mean and variance | Omega ratio | Sharpe ratio |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/opre.2020.2072 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014307135