Technical Note—An Unexpected Stochastic Dominance: Pareto Distributions, Dependence, and Diversification

Article Properties
  • Language
    English
  • DOI (url)
    10.1287/opre.2022.0505
  • Publication Date
    2024/03/21
  • Journal
    Operations Research
  • Indian UGC (journal)
  • Refrences
    54
  • Yuyu Chen Department of Economics, University of Melbourne, Melbourne, Victoria 3010, Australia; ORCID (unauthenticated)
  • Paul Embrechts RiskLab, Department of Mathematics and ETH Risk Center, ETH Zurich, 8092 Zurich, Switzerland;
  • Ruodu Wang Department of Statistics and Actuarial Science, University of Waterloo, Waterloo, Ontario N2L 3G1, Canada ORCID (unauthenticated)
Abstract
Cite
Chen, Yuyu, et al. “Technical Note—An Unexpected Stochastic Dominance: Pareto Distributions, Dependence, and Diversification”. Operations Research, 2024, https://doi.org/10.1287/opre.2022.0505.
Chen, Y., Embrechts, P., & Wang, R. (2024). Technical Note—An Unexpected Stochastic Dominance: Pareto Distributions, Dependence, and Diversification. Operations Research. https://doi.org/10.1287/opre.2022.0505
Chen, Yuyu, Paul Embrechts, and Ruodu Wang. “Technical Note—An Unexpected Stochastic Dominance: Pareto Distributions, Dependence, and Diversification”. Operations Research, 2024. https://doi.org/10.1287/opre.2022.0505.
Chen Y, Embrechts P, Wang R. Technical Note—An Unexpected Stochastic Dominance: Pareto Distributions, Dependence, and Diversification. Operations Research. 2024;.
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Operations management
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