While stochastic dominance has been employed in various forms, it has been (since 1969-1970) developed and extensively employed in the area of economics, finance and operations research. In this study the first, second and third order stochastic dominance rules are discussed for ranking alternatives under ambiguity with an emphasis on the development in the area of financial issues. This study used stochastic dominance tests for ranking alternatives under ambiguity, to build an optimal portfolio for a different class of investors in the Warsaw Stock Exchange.
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Paper provided by Laval - Faculte des sciences de administration in its series Papers with number
98-004.
Length: 21 pages Date of creation: 1998 Date of revision: Handle: RePEc:fth:lavadm:98-004
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