Results 231 to 240 of about 2,304,350 (248)

Almost stochastic dominance via optimal transport

We study parametric classes of almost stochastic dominance on general Polish spaces as order relations for probability distributions with a parameter $γ\in [0,1]$. Larger values of $γ$ correspond to weaker order relations: $γ=0$ gives classical stochastic dominance $\le_{st}$, whereas $γ=1$ gives a complete preorder based on comparison of expectations ...
Müller, Alfred, Wiesel, Johannes
openaire   +1 more source

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
Mi-Hsiu Chiang, Hsin-Yu Chiu, Yu-Chin Hsu   +2 more
openaire   +2 more sources

Comparing retirement plans with almost stochastic dominance

SSRN Electronic Journal, 2023
An Chen, Alfred Müller, Manuel Rach
openaire   +1 more source

Almost Stochastic Dominance for Risk-Averse and Risk-Seeking Investors [PDF]

, 2013
In this paper we first develop a theory of almost stochastic dominance for risk-seeking investors to the first three orders. Thereafter, we study the relationship between the preferences of almost stochastic dominance for risk-seekers with that for risk averters.
Xu, Guo, Wing-Keung, Wong, Lixing, Zhu
openaire   +1 more source

Multicriteria Analysis Based on Stochastic Dominance and Almost Stochastic Dominance Rule

2015
W pracy przedstawiono technikę wspomagania decyzji, która może być wykorzystywana do rozwiązywania dyskretnych wielokryterialnych problemów podejmowania decyzji w warunkach ryzyka. Do porównania rozkładów ocen wariantów decyzyjnych wykorzystywane są reguły dominacji stochastycznej oraz prawie-dominacji stochastycznej. Ranking końcowy uzyskiwany jest za
openaire   +1 more source

Tail Risk, Almost Stochastic Dominance and Index Option Anomalies

SSRN Electronic Journal, 2021
Michal Czerwonko, Russell Davidson, Stylianos Perrakis   +2 more
openaire   +1 more source

A State-of-the-Art Fund Performance Index: Higher-Order Omega and Its Consistency with Almost Stochastic Dominance

Journal of Risk and Financial Management, 2022
Gurjeet Dhesi, Ling Xiao
exaly  

A method based on the disappointment almost stochastic dominance degree for the multi-attribute decision making with linguistic distributions

Information Fusion, 2020
Weijun Xu, Haiming Liang
exaly  

Almost Stochastic Dominance Rules and the Horizon

2022
openaire   +1 more source

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

Engineering Applications of Artificial Intelligence, 2023
Zhanao Xue, Xian-Wei Xin
exaly