Diversification for infinite-mean Pareto models without risk aversion
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DOI: 10.1016/j.ejor.2025.01.039
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- Yuyu Chen & Taizhong Hu & Seva Shneer & Zhenfeng Zou, 2025. "Stochastic dominance for linear combinations of infinite-mean risks," Papers 2505.01739, arXiv.org.
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