Pages that link to "Item:Q4497872"
From MaRDI portal
The following pages link to Extension of stochastic dominance theory to random variables (Q4497872):
Displaying 20 items.
- Do investors like to diversify? A study of Markowitz preferences (Q421640) (← links)
- Prospect and Markowitz stochastic dominance (Q665805) (← links)
- Stochastic dominance and mean-variance measures of profit and loss for business planning and investment (Q881544) (← links)
- Preferences over location-scale family (Q943343) (← links)
- The sizes and powers of some stochastic dominance tests: A Monte Carlo study for correlated and heteroskedastic distributions (Q947918) (← links)
- Stochastic dominance theory for location-scale family (Q955475) (← links)
- Gains from diversification on convex combinations: a majorization and stochastic dominance approach (Q1044121) (← links)
- Modeling stochastic dominance as infinite-dimensional constraint systems via the Strassen theorem (Q1730821) (← links)
- Stochastic dominance for shift-invariant measures (Q1757415) (← links)
- Stochastic dominance in multi sampling environments (Q1813937) (← links)
- Central moments, stochastic dominance, moment rule, and diversification with an application (Q2112856) (← links)
- A new stochastic dominance criterion for dependent random variables with applications (Q2681456) (← links)
- Multivariate stochastic dominance for risk averters and risk seekers (Q2826666) (← links)
- Test statistics for prospect and Markowitz stochastic dominances with applications (Q3018506) (← links)
- Stochastic Monotonicity of the Mean-CVaRs and Their Applications to Inventory Systems with Stockout Cost: A Transformation Approach (Q3305577) (← links)
- (Q4027714) (← links)
- On the estimation of cost of capital and its reliability (Q4610243) (← links)
- Stochastic dominance statistics for risk averters and risk seekers: an analysis of stock preferences for USA and China (Q4683105) (← links)
- Statistical inference for a relaxation index of stochastic dominance under density ratio model (Q5044693) (← links)
- New Tests for Richness and Poorness: A Stochastic Dominance Analysis of Income Distributions in Hong Kong (Q5057288) (← links)