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Portfolio diversification based on stochastic dominance under incomplete probability information
Liesiö, Juuso; Xu, Peng; Kuosmanen, Timo - In: European journal of operational research : EJOR 286 (2020) 2, pp. 755-768
Persistent link: https://www.econbiz.de/10012291566
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A new approach of stochastic dominance for ranking transformations on the discrete random variable
Gao, Jianwei; Feng, Zhao - 2016
theory, the authors first present a sufficient condition for general transformations by first degree SD (FSD), and further …
Persistent link: https://www.econbiz.de/10011572427
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On exact and approximate stochastic dominance strategies for portfolio selection
Bruni, Renato; Cesarone, Francesco; Scozzari, Andrea; … - In: European journal of operational research : EJOR 259 (2017) 1, pp. 322-329
Persistent link: https://www.econbiz.de/10011644989
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A new approach of stochastic dominance for ranking transformations on the discrete random variable
Gao, Jianwei; Feng, Zhao - 2017
theory, the authors first propose a sufficient condition for general transformations by first degree SD (FSD), and further …
Persistent link: https://www.econbiz.de/10011650025
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Probability density of recovery rate given default of a firm's debt and its constituent tranches
Chellathurai, Thamayanthi - In: International journal of theoretical and applied finance 20 (2017) 4, pp. 1-34
Persistent link: https://www.econbiz.de/10011687002
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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
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Ranking distributions when only means and variances are known
Müller, Alfred; Scarsini, Marco; Tsetlin, Ilia; … - 2019
Persistent link: https://www.econbiz.de/10012159289
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Novel approaches for portfolio construction using second order stochastic dominance
Valle, Christiano Arbex; Roman, Diana; Mitra, Gautam - In: Computational Management Science : CMS 14 (2017) 2, pp. 257-280
Persistent link: https://www.econbiz.de/10011710779
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Exploring skill distribution tails through stochastic dominance
Besenhard, Petra - In: Journal of applied econometrics 39 (2024) 4, pp. 714-720
Persistent link: https://www.econbiz.de/10014562854
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Inference on consensus ranking of distributions
Kaplan, David M. - 2020
Persistent link: https://www.econbiz.de/10012390824