Results 21 to 30 of about 6,026 (230)
A State-of-the-Art Fund Performance Index: Higher-Order Omega and Its Consistency with Almost Stochastic Dominance [PDF]
Journal of Risk and Financial Management, 2022 Ling Xiao
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Comparing retirement plans with almost stochastic dominance
SSRN Electronic Journal, 2023 An Chen, Alfred Müller, Manuel Rach
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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, Wong Wing-Keung, Lixing Zhu
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Almost stochastic dominance for poverty level in Central Java Province [PDF]
Journal of Physics: Conference Series, 2017 İsnandar Slamet +2 more
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On Expectiles and Almost Stochastic Dominance
Insurance: Mathematics and EconomicsCorrado De Vecchi, Matthias Scherer
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A note on almost stochastic dominance [PDF]
Economics Letters, 2013 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Guo, Xu +3 more
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The concept of stochastic dominance in ranking investment alternatives [PDF]
Ekonomski Anali, 2005 In order to rank investments under uncertainty, the most widely used method is mean variance analysis. Stochastic dominance is an alternative concept which ranks investments by using the whole distribution function.
Trifunović Dejan
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Ecological Indicators, 2022 Revealing the ecological patterns of abundant and rare microbial subcommunities in rhizosphere of cultivated plant is critical for understanding plant–microbe interactions and the formation of functionally important rhizosphere microbiome.
Guozhuang Zhang +7 more
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Tail Risk, Almost Stochastic Dominance and Index Option Anomalies
SSRN Electronic Journal, 2021 Michal Czerwonko +2 more
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Almost Higher Order Stochastic Dominance [PDF]
RAIRO - Operations Research, 2014 In this paper, we develop the concept of almost stochastic dominance for higher order preferences and investigate the related properties of this concept.
Cuizhen Niu, Xu Guo
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