Standard Stochastic Dominance
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Gao, Jianwei & Zhao, Feng, 2017. "Sufficient conditions of stochastic dominance for general transformations and its application in option strategy," Economics Discussion Papers 2017-40, Kiel Institute for the World Economy (IfW).
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- repec:eee:ejores:v:261:y:2017:i:2:p:666-678 is not listed on IDEAS
More about this item
KeywordsDecision theory; Stochastic Dominance; Standard risk aversion; Portfolio theory; Linear Programming;
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