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PREFERENCES, LÉVY JUMPS AND OP...
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Wong, Wing Keung
Ma, Chenghu
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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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2
A theoretical foundation for games of complete/incomplete contracts
Ma, Chenghu
;
Wong, Wing Keung
- In:
International journal of financial engineering
8
(
2021
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012654809
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