Results 201 to 210 of about 6,026 (230)

Revisiting generalized almost stochastic dominance

Annals of Operations Research, 2018
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Wei-Han Liu
exaly   +3 more sources

Almost Stochastic Dominance for Most Risk-Averse Decision Makers

Decision Analysis, 2020
In this paper, we propose a new concept of almost second-degree stochastic dominance (ASSD), which we term almost risk-averse stochastic dominance (ARSD). Compared with existing ASSD conditions, ARSD can exclude extremely risk-averse utility functions.
Chunling LUO, Chin Hon Tan
exaly   +3 more sources

Preferred by “All” and Preferred by “Most” Decision Makers: Almost Stochastic Dominance

Management Science, 2002
While “most” decision makers may prefer one uncertain prospect over another, stochastic dominance rules as well as other investment criteria, will not reveal this preference due to some extreme utility functions in the case of even a very small violation of these rules.
Moshe Leshno, Haim Levy
exaly   +2 more sources

Almost Stochastic Dominance and stocks for the long run

European Journal of Operational Research, 2007
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Moshe Levy
openalex   +3 more sources

Portfolio Optimization Based on Almost Second-Degree Stochastic Dominance

Management Science
In portfolio optimization, the computational complexity of implementing almost stochastic dominance has limited its practical applications. In this study, we introduce an optimization framework aimed at identifying the optimal portfolio that outperforms a specified benchmark under almost second-degree stochastic dominance (ASSD). Our approach involves
Chunling LUO
exaly   +2 more sources

Retrieving almost stochastic Dominance momentum in Taiwan stock market

Pacific-Basin Finance Journal
We propose new momentum strategies based on the Almost Stochastic Dominance rules. Relative to classic momentum, our novel strategy achieves better risk-adjusted performance, and exhibits lower volatility and reduced negative skewness in returns. The abnormal returns are statistically and economically significant when testing against alternative common
Yu-Chin Hsu
exaly   +3 more sources

Almost Stochastic Dominance Rules and the Horizon

, 2022

openalex   +2 more sources

Almost Stochastic Dominance (ASD)

, 2006

openalex   +2 more sources

Intuitionistic fuzzy three-way transfer learning based on rough almost stochastic dominance

Engineering Applications of Artificial Intelligence, 2023
Zhan-Ao Xue
exaly   +2 more sources

Weighted Almost Stochastic Dominance: Revealing the Preferences of Most Decision Makers in the St. Petersburg Paradox

Decision Analysis, 2015
Chin Hon Tan
exaly   +2 more sources