Higher order measures of risk and stochastic dominance

By Alois Pichler

Published 2024-02-23

Everscope rating

1335.6

Relevance to quantitative trading

8 / 10

Implementation complexity

7 / 10

Reproducibility

4 / 5

About this paper

Methodology: Mathematical analysis. Problem types: Risk Management, Optimization.

arXiv:2402.15387 · Paper rankings

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