Work

Kappa ratios and (higher-order) stochastic dominance

Year: 2017

Type: article

Source: Risk Management

DOI: 10.1057/s41283-017-0020-1

Authors: Cuizhen Niu, Wing-Keung Wong, Qunfang Xu

Institutions: Beijing Normal University, Asia University, Lingnan University, Hang Seng University of Hong Kong, Ningbo University

Language: English

Topic: Risk and Portfolio Optimization

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2652959868

FWCI: 6.543

Cites: 47

Cited by: 36

Related to: 10