Add to ORKGIn this paper we first develop a theory of almost stochastic dominance for risk-seeking investors to the first three orders. Thereafter, we study the relationship between the preferences of almost stochastic dominance for risk-seekers with that for risk averters
Traditional stochastic dominance rules are so strict and qualitative conditions that generally a sto...
This study establishes necessary conditions for Almost Stochastic Dominance criteria of various orde...
We investigate whether risk seeking or non-concave utility functions can help to explainthe cross-se...
In this paper we first develop a theory of almost stochastic dominance for risk-seeking investors to...
This paper studies some properties of stochastic dominance (SD) for risk-averse and risk-seeking inv...
This paper first extends the theory of almost stochastic dominance (ASD) to the first four orders. W...
This paper presents some interesting new properties of third order stochastic dominance (TSD) for ri...
This paper first extends some well-known univariate stochastic dominance results to multivariate sto...
Marginal Conditional Stochastic Dominance (MCSD) developed by Shalit and Yitzhaki (1994) gives the c...
[[abstract]]This paper adopts individual portfolio choice data to estimate the preference parameters...
This paper applies stochastic dominance (SD) tests to examine the dominance relationships between th...
Leshno and Levy (2002) extend stochastic dominance (SD) theory to almost stochastic dominance (ASD) ...
Title: Almost stochastic dominance Author: Adam Štefánik Department: Probability and Mathematical St...
Levy and Levy (2002, 2004) develop the Prospect and Markowitz stochastic dominance theory with S-sha...
Consider an investor trading dynamically to maximize expected utility from terminal wealth. Our aim ...
Traditional stochastic dominance rules are so strict and qualitative conditions that generally a sto...
This study establishes necessary conditions for Almost Stochastic Dominance criteria of various orde...
We investigate whether risk seeking or non-concave utility functions can help to explainthe cross-se...
In this paper we first develop a theory of almost stochastic dominance for risk-seeking investors to...
This paper studies some properties of stochastic dominance (SD) for risk-averse and risk-seeking inv...
This paper first extends the theory of almost stochastic dominance (ASD) to the first four orders. W...
This paper presents some interesting new properties of third order stochastic dominance (TSD) for ri...
This paper first extends some well-known univariate stochastic dominance results to multivariate sto...
Marginal Conditional Stochastic Dominance (MCSD) developed by Shalit and Yitzhaki (1994) gives the c...
[[abstract]]This paper adopts individual portfolio choice data to estimate the preference parameters...
This paper applies stochastic dominance (SD) tests to examine the dominance relationships between th...
Leshno and Levy (2002) extend stochastic dominance (SD) theory to almost stochastic dominance (ASD) ...
Title: Almost stochastic dominance Author: Adam Štefánik Department: Probability and Mathematical St...
Levy and Levy (2002, 2004) develop the Prospect and Markowitz stochastic dominance theory with S-sha...
Consider an investor trading dynamically to maximize expected utility from terminal wealth. Our aim ...
Traditional stochastic dominance rules are so strict and qualitative conditions that generally a sto...
This study establishes necessary conditions for Almost Stochastic Dominance criteria of various orde...
We investigate whether risk seeking or non-concave utility functions can help to explainthe cross-se...