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Almost higher order stochastic dominance

Niu, Cuizhen; Guo, Xu - In: RAIRO / Operations research 48 (2014) 1, pp. 103-107

Persistent link: https://www.econbiz.de/10010530237

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

A general optimal investment model in the presence of background risk

Alghalith, Moawia; Guo, Xu; Wong, Wing Keung; Zhu, Lixing - In: Annals of financial economics 11 (2016) 1, pp. 1-8

Persistent link: https://www.econbiz.de/10011503987

Moment conditions for Almost Stochastic Dominance

Guo, Xu; Post, Thierry; Wong, Wing Keung; Zhu, Lixing - In: Economics letters 124 (2014) 2, pp. 163-167

Persistent link: https://www.econbiz.de/10010493177

Test for fractional degree stochastic dominance with applications to stock preferences for China and the United States

Wang, Jianli; Xiong, Xiong; Zhou, Lin; Guo, Xu - In: Journal of risk 24 (2021) 2, pp. 89-112

Persistent link: https://www.econbiz.de/10013284833

Farinelli and Tibiletti ratio and stochastic dominance

Guo, Xu; Niu, Cuizhen; Wong, Wing Keung - In: Risk management : a journal of risk, crisis and disaster 21 (2019) 3, pp. 201-213

Persistent link: https://www.econbiz.de/10012063313

New development on the third-order stochastic dominance for risk-averse and risk-seeking investors with application in risk management

Chan, Raymond H.; Clark, Ephraim; Guo, Xu; Wong, Wing Keung - In: Risk management : a journal of risk, crisis and disaster 22 (2020) 2, pp. 108-132

Persistent link: https://www.econbiz.de/10012297611

Multivariate stochastic dominance for risk averters and risk seekers

Guo, Xu; Wong, Wing Keung - In: RAIRO / Operations research 50 (2016) 3, pp. 575-586

Persistent link: https://www.econbiz.de/10011686219

Stochastic dominance and Omega ratio : measures to examine market efficiency, arbitrage opportunity, and anomaly

Guo, Xu; Jiang, Xuejun; Wong, Wing Keung - In: Economies : open access journal 5 (2017) 4, pp. 1-16

Both stochastic dominance and Omegaratio can be used to examine whether the market is efficient, whether there is any arbitrage opportunity in the market and whether there is any anomaly in the market. In this paper, we first study the relationship between stochastic dominance and the Omega...

Persistent link: https://www.econbiz.de/10011772356

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