Multivariate stochastic dominance for risk averters and risk seekers.

Xu Guo Wing-Keung Wong

Published in: RAIRO Oper. Res. (2016)

Keyphrases

stochastic dominance
risk management
minimum risk
risk assessment
risk factors
decision making
regression model
high risk
risk measures
real time
data sets
distance function
statistical tests
risk averse
dependence structure