Pseudo Stochastic Dominance. Applications
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Redalyc
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| Natura: | Artículo científico |
| Lingua: | en |
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Universidad Nacional de Colombia
2011
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| _version_ | 1876452651791548416 |
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| author | Elena Almaraz-Luengo |
| author_facet | Elena Almaraz-Luengo |
| contents | Pseudo Stochastic Dominance. Applications Elena Almaraz-Luengo Física, Astronomía y Matemáticas Mean Variance Stochastic dominance The aim of this work is to show that on certain ocasions classic decision rules used in the context of options (Stochastic Dominance criteria and Mean-Variance rules) do not provide a selection of one specific option over the other, therefore, the need of working with other criteria that can help us in our choice. We place special interest in economic and financial applications. 2011 artículo científico 0120-1751 https://www.redalyc.org/articulo.oa?id=89922501005 en http://www.redalyc.org/revista.oa?id=899 Revista Colombiana de Estadística application/pdf Universidad Nacional de Colombia Revista Colombiana de Estadística (Colombia) Num.3 Vol.34 |
| format | Artículo científico |
| id | redalyc_89922501005 |
| institution | Redalyc |
| language | en |
| publishDate | 2011 |
| publisher | Universidad Nacional de Colombia |
| spellingShingle | Pseudo Stochastic Dominance. Applications Elena Almaraz-Luengo Física, Astronomía y Matemáticas Mean Variance Stochastic dominance Pseudo Stochastic Dominance. Applications Elena Almaraz-Luengo Física, Astronomía y Matemáticas Mean Variance Stochastic dominance The aim of this work is to show that on certain ocasions classic decision rules used in the context of options (Stochastic Dominance criteria and Mean-Variance rules) do not provide a selection of one specific option over the other, therefore, the need of working with other criteria that can help us in our choice. We place special interest in economic and financial applications. 2011 artículo científico 0120-1751 https://www.redalyc.org/articulo.oa?id=89922501005 en http://www.redalyc.org/revista.oa?id=899 Revista Colombiana de Estadística application/pdf Universidad Nacional de Colombia Revista Colombiana de Estadística (Colombia) Num.3 Vol.34 |
| title | Pseudo Stochastic Dominance. Applications |
| topic | Física, Astronomía y Matemáticas Mean Variance Stochastic dominance |
| url | https://www.redalyc.org/articulo.oa?id=89922501005 |