Technical note - ranking distributions when only means and variances are known
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 |
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