Interval-based stochastic dominance: theoretical framework and application to portfolio choices

We introduce a new stochastic dominance relationship, the interval-based stochastic dominance (ISD). By choosing different reference points, we show that ISD may span a continuum of preferences between kth and [Formula: see text] th order stochastic dominance (SD). We distinguish accordingly between...

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Detalles Bibliográficos
Autores principales: Liu, Jia, Chen, Zhiping, Consigli, Giorgio
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer US 2021
Materias:
Original Research
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8404040/
https://www.ncbi.nlm.nih.gov/pubmed/34483426
http://dx.doi.org/10.1007/s10479-021-04231-9

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8404040/
https://www.ncbi.nlm.nih.gov/pubmed/34483426
http://dx.doi.org/10.1007/s10479-021-04231-9

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