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1
Sufficient conditions for j'th order stochastic dominance for discrete cardinal variables, and their formulae
Anderson, Gordon
;
Leo, Teng Wah
-
2021
Persistent link: https://www.econbiz.de/10012617681
Saved in:
2
Metrization of stochastic dominance rules
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
- In:
International journal of theoretical and applied finance
15
(
2012
)
2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10009624503
Saved in:
3
Distorted stochastic dominance : a generalized family of stochastic orders
Lando, Tommaso
;
Bertoli-Barsotti, Lucio
- In:
Journal of mathematical economics
90
(
2020
),
pp. 132-139
Persistent link: https://www.econbiz.de/10012800803
Saved in:
4
Ranking the extreme claim amounts in dependent individual risk models
Torrado, Nuria
;
Navarro, Jorge
- In:
Scandinavian actuarial journal
2021
(
2021
)
3
,
pp. 218-247
Persistent link: https://www.econbiz.de/10012500261
Saved in:
5
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
Saved in:
6
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
Saved in:
7
Revisiting almost second-degree stochastic dominance
Tzeng, Larry Y.
;
Huang, Rachel J.
;
Shih, Pai-ta
- In:
Management science : journal of the Institute for …
59
(
2013
)
5
,
pp. 1250-1254
Persistent link: https://www.econbiz.de/10009751102
Saved in:
8
An equilibrium analysis of the probabilistic serial mechanism
Ekici, Özgün
;
Kesten, Onur
- In:
International journal of game theory : official journal …
45
(
2016
)
3
,
pp. 655-674
Persistent link: https://www.econbiz.de/10011553886
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9
Two-stage optimization problems with multivariate stochastic order constraints
Dentcheva, Darinka
;
Wolfhagen, Eli
- In:
Mathematics of operations research
41
(
2016
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011448280
Saved in:
10
Stochastic superiority
Liu, Liqun
;
Meyer, Jack
- In:
Journal of risk and uncertainty
62
(
2021
)
3
,
pp. 225-246
Persistent link: https://www.econbiz.de/10012656779
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