ratio of one asset is always greater than that of the other one. We extend the theory of risk measures by proving that the …-order risk-seeking SD (RSD) alone for any two prospects is not sufficient to imply Omega ratio dominance insofar that the Omega …. Nonetheless, first-order SD does imply Omega ratio dominance. Thereafter, we apply the theory developed in this paper to examine …

variety of entry and exit limits, and the risk-return relationship between entry and exit limits. The lengths of winning and …

This paper discusses the theory that risk factors divide to the company specific and asset specific risk factors. The … for a specific asset. I find that equity market, value, and quality factors are indeed possible company specific risk … factors with influence on an expected equity of a company and dividend and volatility factors are possible stock specific risk …

reviews the theory and literature on market efficiency and market anomalies. We give a brief review on market efficiency and …. This review is useful to academics for developing cutting-edge treatments of financial theory that EMH, anomalies, and … that suit their risk preferences and behavioral traits predicted from behavioral models. Finally, when EMH, anomalies and …