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Metrization of stochastic dominance rules
Stoyanov, Stoyan V.; Račev, Svetlozar T.; Fabozzi, Frank J. - In: International journal of theoretical and applied finance 15 (2012) 2, pp. 1-22
Persistent link: https://www.econbiz.de/10009624503
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Portfolio selection problems consistent with given preference orderings
Lozza, Sergio Ortobelli; Shalit, Haim; Fabozzi, Frank J. - In: International journal of theoretical and applied finance 16 (2013) 5, pp. 1-38
Persistent link: https://www.econbiz.de/10009783998
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A probability metrics approach to financial risk measures
Račev, Svetlozar T.; Stoyanov, Stoyan V.; Fabozzi, Frank J. - 2011
Persistent link: https://www.econbiz.de/10008824237
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Any non-welfarist method of policy assessment violates the Pareto principle : a comment
Fleurbaey, Marc; Tungodden, Bertil; Chang, Howard F. - In: Journal of political economy 111 (2003) 6, pp. 1382-1385
Persistent link: https://www.econbiz.de/10001919883
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Any non-welfarist method of policy assessment violates the Pareto principle: reply
Kaplow, Louis; Shavell, Steven - 2004
Persistent link: https://www.econbiz.de/10001931096
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Any non-welfarist method of policy assessment violates the Pareto principle: reply
Kaplow, Louis; Shavell, Steven - In: Journal of political economy 112 (2004) 1/1, pp. 249-251
Persistent link: https://www.econbiz.de/10001943050
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Any non-welfarist method of policy assessment violates the Pareto principle
Kaplow, Louis; Shavell, Steven - In: Journal of political economy 109 (2001) 2, pp. 281-286
Persistent link: https://www.econbiz.de/10001570614
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Any Non-Welfarist Method of Policy Assessment Violates the Pareto Principle
Kaplow, Louis; Shavell, Steven - 2001
The public at large, many policymakers, and a number of economists hold views of social welfare that are non-welfarist, which is to say that some importance is attached to factors other than individuals' utilities. We show, however, that any non-welfarist method of policy assessment violates the...
Persistent link: https://www.econbiz.de/10014196694
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Probability and statistics for finance
Račev, Svetlozar T.; Höchstötter, Markus; Fabozzi, … - 2010
finance. Includes detailed discussions of descriptive statistics, basic probability theory, inductive statistics, and …
Persistent link: https://www.econbiz.de/10008665229
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Probability Metrics Applied to Problems in Portfolio Theory
Stoyanov, Stoyan V. - 2010
In the paper, we consider the application of the theory of probability metrics in several areas in the eld of nance …, the methods of the theory of probability metrics can be used to arrive at a general axiomatic treatment of dispersion … metrics theory are applied to the benchmark-tracking problem significantly extending the problem setting …
Persistent link: https://www.econbiz.de/10013134897