Dominance between combinations of infinite-mean Pareto random variables

By Yuyu Chen, Taizhong Hu, Ruodu Wang, Zhenfeng Zou

Published 2024-04-30

Everscope rating

1126.9

Relevance to quantitative trading

8 / 10

Implementation complexity

3 / 10

Reproducibility

4 / 5

About this paper

Methodology: Stochastic Dominance Analysis. Problem types: Portfolio Optimization, Risk Management.

arXiv:2404.18467 · Paper rankings

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