About: A Financial Application of Multivariate Stochastic Orderings Consistent with Preferences

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rdf:type	skos:Concept http://linked.opendata.cz/ontology/domain/vavai/Vysledek
Description	In this paper we discuss and evaluate some possible applications of multivariate stochastic orderings consistent with the investors’ preferences. Thus, starting by a recent classification of stochastic orderings consistent with preferences, we show how risk/variability multivariate measures are used to obtain non dominated choices in some financial problems. Then we examine orderings that satisfy an opportune identity property and the basic rules of the theory of integral stochastic orders. In this framework we propose some possible applications in portfolio problems where multivariate preferences must be applied. Finally, we evaluate the ex-post impact of the proposed theoretical aspects. In this paper we discuss and evaluate some possible applications of multivariate stochastic orderings consistent with the investors’ preferences. Thus, starting by a recent classification of stochastic orderings consistent with preferences, we show how risk/variability multivariate measures are used to obtain non dominated choices in some financial problems. Then we examine orderings that satisfy an opportune identity property and the basic rules of the theory of integral stochastic orders. In this framework we propose some possible applications in portfolio problems where multivariate preferences must be applied. Finally, we evaluate the ex-post impact of the proposed theoretical aspects. (en)
Title	A Financial Application of Multivariate Stochastic Orderings Consistent with Preferences A Financial Application of Multivariate Stochastic Orderings Consistent with Preferences (en)
skos:prefLabel	A Financial Application of Multivariate Stochastic Orderings Consistent with Preferences A Financial Application of Multivariate Stochastic Orderings Consistent with Preferences (en)
skos:notation	RIV/61989100:27510/13:86086905!RIV14-GA0-27510___
http://linked.open...avai/riv/aktivita	P S
http://linked.open...avai/riv/aktivity	P(ED1.1.00/02.0070), P(EE2.3.20.0296), P(GA13-13142S), S
http://linked.open...vai/riv/dodaniDat	2014
http://linked.open...aciTvurceVysledku	Tichý, Tomáš Ortobelli, Sergio Lozza Petronio, Filomena
http://linked.open.../riv/druhVysledku	D - Článek ve sborníku
http://linked.open...iv/duvernostUdaju	S - Úplné a pravdivé údaje nepodléhající ochraně podle zvláštních právních předpisů
http://linked.open...titaPredkladatele	Vysoká škola báňská - Technická univerzita Ostrava / Ekonomická fakulta
http://linked.open...dnocenehoVysledku	58612
http://linked.open...ai/riv/idVysledku	RIV/61989100:27510/13:86086905
http://linked.open...riv/jazykVysledku	eng - angličtina
http://linked.open.../riv/klicovaSlova	Preferences; with; Consistent; Orderings; Stochastic; Multivariate; Application; Financial (en)
http://linked.open.../riv/klicoveSlovo	Consistent Multivariate Orderings Stochastic Preferences Application with Financial
http://linked.open...ontrolniKodProRIV	[E148FEA725C9]
http://linked.open...v/mistoKonaniAkce	Ostrava
http://linked.open...i/riv/mistoVydani	Karviná
http://linked.open...i/riv/nazevZdroje	Financial Regulation and Supervision in the After-Crisis Period : proceedings of 14th International Conference on Finance and Banking : Ostrava, Czech Republic, 16 - 17 October 2013
http://linked.open...in/vavai/riv/obor	AH
http://linked.open...ichTvurcuVysledku	3 (xsd:int)
http://linked.open...cetTvurcuVysledku	3 (xsd:int)
http://linked.open...vavai/riv/projekt	Research team for modelling of economic and financial processes at VSB-TU Ostrava Verification of suitability of particular Lévy models for selected issues of financial modeling IT4Innovations Centre of Excellence
http://linked.open...UplatneniVysledku	2013
http://linked.open...iv/tvurceVysledku	Tichý, Tomáš Ortobelli, Sergio Lozza Petronio, Filomena
http://linked.open...vavai/riv/typAkce	EUR - Evropská
http://linked.open.../riv/zahajeniAkce	2013-10-16 (xsd:date)
number of pages	9 (xsd:int)
http://purl.org/ne...btex#hasPublisher	Silesian University, School of Business Administration
https://schema.org/isbn	978-80-7248-892-6
http://localhost/t...ganizacniJednotka	27510

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