Stochastic dominance with respect to a capacity and risk measures
Work
Year: 2014
Type: article
Abstract: In our previous work, we have extended the classical notion of increasing convex stochastic dominance relation with respect to a probability to the more general case of a normalized monotone (but not... more
Source: Statistics & Risk Modeling
Author Miryana Grigorova
Institution Humboldt-Universität zu Berlin
Cites: 13
Cited by: 11
Related to: 10
FWCI: 1.391
Citation percentile (by year/subfield): 83.76
Field: Decision Sciences
Domain: Social Sciences
Open Access status: green