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Search: subject:"stochastic dominance"
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risk averter
stochastic dominance
486
Stochastic dominance
465
Theorie
368
Theory
354
Stochastischer Prozess
276
Stochastic process
270
Portfolio-Management
190
Portfolio selection
186
Stochastic Dominance
130
Risk aversion
124
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116
Risk
115
Risiko
104
Income distribution
66
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60
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59
Erwartungsnutzen
58
Decision under risk
57
Entscheidung unter Risiko
57
Probability theory
57
Einkommensverteilung
54
Decision under uncertainty
53
Entscheidung unter Unsicherheit
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Poverty
53
Stochastic dominance test
45
Mathematical programming
43
Mathematische Optimierung
43
Capital income
42
Kapitaleinkommen
42
Measurement
40
Messung
39
Dominanztest
38
Schätzung
36
Nichtparametrisches Verfahren
35
Risikomaß
35
Risk measure
35
Decision
32
Entscheidung
32
risk aversion
32
Aktienmarkt
30
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English
4
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McAleer, Michael
13
Lean, Hooi Hooi
9
Wong, Wing-Keung
9
Lean, Lean, H.H.
3
Lean, H.H.
2
McAleer, M.J.
2
Wong, W-K.
2
Hooi Hooi Lean
1
Wong, Wing Keung
1
Wong, Wong, W-K.
1
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Department of Economics and Finance, College of Business and Economics
4
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
3
Erasmus University Rotterdam, Econometric Institute
2
Institute of Economic Research, Kyoto University
2
Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
1
Tinbergen Instituut
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RePEc
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ECONIS (ZBW)
1
EconStor
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1
Risk-averse and Risk-seeking Investor Preferences for Oil Spot and Futures
Lean, Hooi Hooi
;
McAleer, Michael
-
2013
-variance (MV) criterion and
stochastic
dominance
(SD) approach. The MV findings cannot distinguish between the preferences of spot …
Persistent link: https://www.econbiz.de/10010326252
Saved in:
2
Risk-averse and risk-seeking investor preferences for oil spot and futurues
Hooi Hooi Lean
;
McAleer, Michael
;
Wong, Wing Keung
-
2013
Persistent link: https://www.econbiz.de/10010198257
Saved in:
3
Risk-averse and Risk-seeking Investor Preferences for Oil Spot and Futures
McAleer, Michael
;
Lean, Hooi Hooi
;
Wong, Wing-Keung
-
Facultad de Ciencias Económicas y Empresariales, …
-
2013
-variance (MV) criterion and
stochastic
dominance
(SD) approach. The MV findings cannot distinguish between the preferences of spot …
Persistent link: https://www.econbiz.de/10010862565
Saved in:
4
Risk-averse and Risk-seeking Investor Preferences for Oil Spot and Futures
McAleer, Michael
;
Lean, Lean, H.H.
;
Wong, Wong, W-K.
-
Faculteit der Economische Wetenschappen, Erasmus …
-
2013
-variance (MV) criterion and
stochastic
dominance
(SD) approach. The MV findings cannot distinguish between the preferences of spot …
Persistent link: https://www.econbiz.de/10010731845
Saved in:
5
Risk-averse and Risk-seeking Investor Preferences for Oil Spot and Futures
Lean, Hooi Hooi
;
McAleer, Michael
-
Tinbergen Instituut
-
2013
-variance (MV) criterion and
stochastic
dominance
(SD) approach. The MV findings cannot distinguish between the preferences of spot …
Persistent link: https://www.econbiz.de/10011256736
Saved in:
6
Investor Preferences for Oil Spot and Futures based on Mean-Variance and
Stochastic
Dominance
Lean, Hooi Hooi
;
McAleer, Michael
;
Wong, Wing-Keung
-
Institute of Economic Research, Kyoto University
-
2011
This paper examines investor preferences for oil spot and futures based on mean-variance (MV) and
stochastic
dominance
…
Persistent link: https://www.econbiz.de/10008790033
Saved in:
7
Investor preferences for oil spot and futures based on mean-variance and
stochastic
dominance
McAleer, Michael
;
Wong, Wing-Keung
;
Lean, Lean, H.H.
-
Faculteit der Economische Wetenschappen, Erasmus …
-
2010
This paper examines investor preferences for oil spot and futures based on mean-variance (MV) and
stochastic
dominance
…
Persistent link: https://www.econbiz.de/10010837855
Saved in:
8
Market Efficiency of Oil Spot and Futures: A
Stochastic
Dominance
Approach
McAleer, Michael
;
Wong, Wing-Keung
;
Lean, Lean, H.H.
-
Faculteit der Economische Wetenschappen, Erasmus …
-
2010
This paper examines the market efficiency of oil spot and futures prices by using a
stochastic
dominance
(SD) approach …
Persistent link: https://www.econbiz.de/10010837933
Saved in:
9
Market Efficiency of Oil Spot and Futures: A
Stochastic
Dominance
Approach
Lean, H.H.
;
McAleer, M.J.
;
Wong, W-K.
-
Erasmus University Rotterdam, Econometric Institute
-
2010
This paper examines the market efficiency of oil spot and futures prices by using a
stochastic
dominance
(SD) approach …
Persistent link: https://www.econbiz.de/10008570626
Saved in:
10
Investor preferences for oil spot and futures based on mean-variance and
stochastic
dominance
Lean, H.H.
;
McAleer, M.J.
;
Wong, W-K.
-
Erasmus University Rotterdam, Econometric Institute
-
2010
This paper examines investor preferences for oil spot and futures based on mean-variance (MV) and
stochastic
dominance
…
Persistent link: https://www.econbiz.de/10008584712
Saved in:
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