Testing for infinite order stochastic dominance with applications to finance, risk and income inequality
Year of publication: |
2008
|
---|---|
Authors: | Knight, John ; Satchell, Stephen |
Published in: |
Journal of Economics and Finance. - Springer, ISSN 1055-0925. - Vol. 32.2008, 1, p. 35-46
|
Publisher: |
Springer |
Subject: | Laplace transform | Infinite order degree stochastic dominance | Income inequality |
-
Pricing Double Barrier Options: An Analytical Approach
Pelsser, Antoon, (1997)
-
On central branch/reinsurance risk networks: Exact results and heuristics
Avram, Florin, (2018)
-
Numerical ruin probability in the dual risk model with risk-free investments
Loke, Sooie-Hoe, (2018)
- More ...
-
Linear Factor Models in Finance.
Knight, John, (2004)
-
Forecasting volatility in the financial markets
Knight, John L., (1998)
-
Linear factor models in finance
Knight, John, (2005)
- More ...