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A note on almost stochastic dominance
Guo, Xu; Zhu, Xuehu; Wong, Wing Keung; Zhu, Lixing - In: Economics letters 121 (2013) 2, pp. 252-256
Persistent link: https://www.econbiz.de/10010347133
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The two-moment decision model with additive risks
Guo, Xu; Wagener, Andreas; Wong, Wing Keung; Zhu, Lixing - In: Risk management : a journal of risk, crisis and disaster 20 (2018) 1, pp. 77-94
Persistent link: https://www.econbiz.de/10011859016
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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
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Almost Stochastic Dominance for Risk Averters and Risk Seekers
Guo, Xu - 2015
In this paper we first extend the theory of almost stochastic dominance (ASD) (for risk averters) to include the ASD for risk-seeking investors. We then study the relationship between ASD for risk seekers and ASD for risk averters. Recently, Tsetlin, et al. (2015) develop the theory of...
Persistent link: https://www.econbiz.de/10013032513