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~person:"Gao, Jianwei"
~person:"Wong, Wing Keung"
~subject:"Probability theory"
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Search: subject:"stochastic dominance"
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Probability theory
Portfolio selection
23
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stochastic dominance
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Gao, Jianwei
Wong, Wing Keung
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4
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1
Multivariate
stochastic
dominance
for risk averters and risk seekers
Guo, Xu
;
Wong, Wing Keung
- In:
RAIRO / Operations research
50
(
2016
)
3
,
pp. 575-586
Persistent link: https://www.econbiz.de/10011686219
Saved in:
2
A new approach of
stochastic
dominance
for ranking transformations on the discrete random variable
Gao, Jianwei
;
Feng, Zhao
-
2017
This paper presents some new
stochastic
dominance
(SD) criteria for ranking transformations on a random variable, which …
Persistent link: https://www.econbiz.de/10011650025
Saved in:
3
A new approach of
stochastic
dominance
for ranking transformations on the discrete random variable
Gao, Jianwei
;
Feng, Zhao
-
2016
This paper develops some new
stochastic
dominance
(SD) rules for ranking transformations on a random variable, which is …
Persistent link: https://www.econbiz.de/10011572427
Saved in:
4
Almost
stochastic
dominance
for risk averters and risk seeker
Guo, Xu
;
Wong, Wing Keung
;
Zhu, Lixing
- In:
Finance research letters
19
(
2016
),
pp. 15-21
Persistent link: https://www.econbiz.de/10011657429
Saved in:
5
Moment conditions for Almost
Stochastic
Dominance
Guo, Xu
;
Post, Thierry
;
Wong, Wing Keung
;
Zhu, Lixing
- In:
Economics letters
124
(
2014
)
2
,
pp. 163-167
Persistent link: https://www.econbiz.de/10010493177
Saved in:
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