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Note on asset proportions stochastic dominance and 50 % rule

Clark, Ephraim; Jokung, Octave - In: Financial modelling : proceedings of the 23rd Meeting …, (pp. 351-357). 1999

Persistent link: https://www.econbiz.de/10001739720

Risk apportionment via bivariate stochastic dominance

Jokung Nguena, Octave - In: Journal of mathematical economics 47 (2011) 4/5, pp. 448-452

Persistent link: https://www.econbiz.de/10009422638

Non-differentiable transformations preserving stochastic dominance

Denuit, Michel; Eeckhoudt, Louis R.; Jokung Nguena, Octave - In: Journal of the Operational Research Society : OR 64 (2013) 9, pp. 1441-1446

Persistent link: https://www.econbiz.de/10009788603

Risk Apportionment Via Bivariate Stochastic Dominance

Jokung, Octave - 2010

This paper extends to bivariate utility functions Eeckhoudt, Schlesinger and Tsetlin's (2009) result for the combination of ‘bad' and ‘good.' The decision-maker prefers to get some of the ‘good' and some of the ‘bad' to taking a chance on all the ‘good' or all the ‘bad' where ‘bad'...

Persistent link: https://www.econbiz.de/10013148030

Risk Apportionment via Bivariate Stochastic Dominance

Jokung, Octave - 2010

This paper extends to bivariate utility functions the result from Eeckhoudt, Schlesinger and Tsetlin (2009) concerning the combination of ‘bad’ and ‘good’. The decision maker prefers getting some of the ‘good’ and some of the ‘bad’ to taking a chance on all the ‘good’ or all...

Persistent link: https://www.econbiz.de/10014198200

Political risk in Hong Kong and Taiwan : pricing the China factor

Clark, Ephraim - In: Journal of economic integration 13 (1998) 2, pp. 276-291

Persistent link: https://www.econbiz.de/10001337840

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

Exploiting stochastic dominance to generate abnormal stock returns

Clark, Ephraim; Kassimatis, Konstantinos - In: Journal of financial markets 20 (2014), pp. 20-38

Persistent link: https://www.econbiz.de/10010442398