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Revisiting generalized almost stochastic dominance

Chang, Jow-Ran; Liu, Wei-Han; Hung, Mao-Wei - In: Decision making and risk/return optimization in …, (pp. 175-192). 2019

Persistent link: https://www.econbiz.de/10012134793

Life cycle versus balanced funds : an emerging market perspective

Louw, Elbie; Van Schalkwyk, Cornelis Hendrik; Reyers, … - In: South African journal of economic and management sciences 20 (2017) 1, pp. 1-11

Persistent link: https://www.econbiz.de/10011778237

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

Bivariate almost stochastic dominance

Denuit, Michel; Huang, Rachel; Tzeng, Larry - In: Economic Theory 57 (2014) 2, pp. 377-405

Univariate almost stochastic dominance has been widely studied and applied since its introduction by Leshno and Levy (Manag Sci 48:1074–1085, <CitationRef CitationID="CR23">2002</CitationRef>). This paper extends this construction to the bivariate case by means of suitable two-attribute utility functions. After having confined...</citationref>

Persistent link: https://www.econbiz.de/10010993560

Is there space for agreement on climate change? A non-parametric approach to policy evaluation

Dietz, Simon; Matei, Anca N. - Australian Agricultural and Resource Economics Society … - 2014

Economic evaluation of climate policy is notoriously dependent on assumptions about time and risk preferences, since reducing greenhouse gas emissions today has a highly uncertain payoff, far into the future. These assumptions have always been much debated. Rather than occupy a position in this...

Persistent link: https://www.econbiz.de/10010914452

On the (almost) stochastic dominance of cryptocurrency factor portfolios and implications for cryptocurrency asset pricing

Han, Weihao; Newton, David P.; Platanakis, Emmanouil; … - In: European financial management : the journal of the … 30 (2024) 3, pp. 1125-1164

Persistent link: https://www.econbiz.de/10014574015

An improved criterion for almost marginal conditional stochastic dominance

Liu, Wei-Han; Chang, Jow-Ran; Yang, Guo-Jun - In: Review of quantitative finance and accounting 62 (2024) 3, pp. 1251-1290

Persistent link: https://www.econbiz.de/10014504640

What can inverse VIX contribute to an investment portfolio?

Liu, Wei-Han; Chang, Jow-Ran - In: International journal of finance & economics : IJFE 27 (2022) 3, pp. 3791-3798

Persistent link: https://www.econbiz.de/10013330774

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

Retrieving almost stochastic Dominance momentum in Taiwan stock market

Chiang, Mi-Hsiu; Chiu, Hsin-Yu; Hsu, Yu-Chin - In: Pacific-Basin finance journal 83 (2024), pp. 1-26

Persistent link: https://www.econbiz.de/10014491182