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ArticleA modified version of stochastic dominance involving dependence

Ignacio Montes2020

OA

Articlegreen2020

A modified version of stochastic dominance involving dependence

Ignacio Montes · Juan Jesus Salamanca · Susana Montes A

6 citations·0/0 files stored·Statistics & Probability Letters

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Decision-Making and Behavioral Economics Probability and Statistical Research Risk and Portfolio Optimization

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References

1999An Introduction to Copulas 1982Regret Theory: An Alternative Theory of Rational Choice Under Uncertainty 1982Regret in Decision Making under Uncertainty 1997Robust Discrete Optimization and Its Applications 1998Robust Discrete Optimization and Its Applications.2002The concept of comonotonicity in actuarial science and finance: theory 1999From stochastic dominance to mean-risk models: Semideviations as risk measures 1982Nontransitive measurable utility

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Details

Year2020

Typearticle

Published2020-06-17

VenueStatistics & Probability Letters

ISSN-L0167-7152

Languageen

Citations6

Files0 public / 0

ShelfDecision-Making and Behavioral Economics

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doi10.1016/j.spl.2020.108848

openalex_workW3036285503

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