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

14 years 12 months ago
Stochastic dominance and risk measure: A decision-theoretic foundation for VaR and C-VaR
Chenghu Ma, Wing-Keung Wong
Added 02 Mar 2011
Updated 02 Mar 2011
Type Journal
Year 2010
Where EOR
Authors Chenghu Ma, Wing-Keung Wong
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