Almost Marginal Conditional Stochastic Dominance
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- Denuit, Michel & Huang, Rachel J. & Wang, Christine, 2014. "Almost marginal conditional stochastic dominance," ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences) 2014003, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Gleb Gersman & Haim Shalit, 2014. "Optimizing MCSD Portfolios," Working Papers 1410, Ben-Gurion University of the Negev, Department of Economics.
- Bruni, Renato & Cesarone, Francesco & Scozzari, Andrea & Tardella, Fabio, 2017. "On exact and approximate stochastic dominance strategies for portfolio selection," European Journal of Operational Research, Elsevier, vol. 259(1), pages 322-329.
More about this item
- D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty
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