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Stochastic dominance and risk measure : a decision-theoretic foundation for VaR and C-VaR
Ma, Chenghu
;
Wong, Wing Keung
- In:
European journal of operational research : EJOR
207
(
2010
)
2
,
pp. 927-935
Persistent link: https://www.econbiz.de/10008652647
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Wavelet-based option pricing : an empirical study
Liu, Xiaoquan
;
Cao, Yi
;
Ma, Chenghu
;
Shen, Liya
- In:
European journal of operational research : EJOR
272
(
2019
)
3
,
pp. 1132-1142
Persistent link: https://www.econbiz.de/10011942861
Saved in:
3
Stochastic dominance and risk measure: A decision-theoretic foundation for VaR and C-VaR
Ma, Chenghu
;
Wong, Wing-Keung
- In:
European journal of operational research : EJOR
207
(
2010
)
2
,
pp. 927-936
Persistent link: https://www.econbiz.de/10008440032
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