A short note on second-order stochastic dominance preserving coherent risk measures

Mathematical Finance

Volumn 15, Issue 4, 2005, Pages 649-651

  Leitner, Johannes ^a  

^a VIENNA UNIVERSITY OF TECHNOLOGY   (Austria)

Author keywords

(Law invariant) coherent risk measures; Average value at risk; Second order stochastic dominance

Indexed keywords

EID: 25644458391     PISSN: 09601627     EISSN: None     Source Type: Journal    
DOI: 10.1111/j.1467-9965.2005.00255.x     Document Type: Article

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