Stochastic dominance and risk measure: A decision-theoretic foundation for VaR and C-VaR

Published 2010 View Full Article

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Title
Stochastic dominance and risk measure: A decision-theoretic foundation for VaR and C-VaR
Authors
Keywords
-
Journal
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH
Volume 207, Issue 2, Pages 927-935
Publisher
Elsevier BV
Online
2010-06-03
DOI
10.1016/j.ejor.2010.05.043

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