Browsing NILF Notat by Subject "Risikoanalyse"
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Stochastic efficiency analysis with risk aversion bounds: a simplified approach
(NILF Notat;2003-15, Research report, 2003-03)A method of stochastic dominance analysis with respect to a function (SDRF) is described and illustrated. The method, called stochastic efficiency with respect to a function (SERF), partitions a set of risky alternatives ...