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Almost marginal conditional stochastic dominance

Denuit, Michel M.; Huang, Rachel J.; Tzeng, Larry Y.; … - In: Journal of Banking & Finance 41 (2014) C, pp. 57-66

Marginal Conditional Stochastic Dominance (MCSD) developed by Shalit and Yitzhaki (1994) gives the conditions under which all risk-averse individuals prefer to increase the share of one risky asset over another in a given portfolio. In this paper, we extend this concept to provide conditions...

Persistent link: https://www.econbiz.de/10010744382

Almost marginal conditional stochastic dominance

Denuit, Michel; Huang, Rachel J.; Tzeng, Larry Y.; … - In: Journal of banking & finance 41 (2014), pp. 57-66

Persistent link: https://www.econbiz.de/10010407994

Bivariate almost stochastic dominance

Denuit, Michel; Huang, Rachel J.; Tzeng, Larry Y. - In: Economic theory : official journal of the Society for … 57 (2014) 2, pp. 377-405

Persistent link: https://www.econbiz.de/10010436193

Almost expectation and excess dependence notions

Denuit, Michel; Huang, Rachel J.; Tzeng, Larry Y. - In: Theory and decision : an international journal for … 79 (2015) 3, pp. 375-401

Persistent link: https://www.econbiz.de/10011377445

Operational asymptotic stochastic dominance

Huang, Rachel J.; Tzeng, Larry Y.; Wang, Jr-Yan; Zhao, Lin - In: European journal of operational research : EJOR 280 (2020) 1, pp. 312-322

Persistent link: https://www.econbiz.de/10012132397

Higher-order Omega : a performance index with a decision-theoretic foundation

Bi, Hongwei; Huang, Rachel J.; Tzeng, Larry Y.; Zhu, Wei - In: Journal of banking & finance 100 (2019), pp. 43-57

Persistent link: https://www.econbiz.de/10012162443

Stochastic dominance and the demand for insurance

Huang, Rachel J.; Tzeng, Larry Y. - In: Handbook of Insurance : Volume II, (pp. 83-94). 2025

Persistent link: https://www.econbiz.de/10015394045

Revisiting almost marginal conditional stochastic dominance

Chen, Tzu-Ying; Tsai, An-Mei; Tzeng, Larry Y. - In: The quarterly review of economics and finance : journal … 85 (2022), pp. 260-269

Persistent link: https://www.econbiz.de/10013336294