Stochastic dominance statistics for risk averters and risk seekers: an analysis of stock preferences for USA and China (Q4683105): Difference between revisions

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scientific article; zbMATH DE number 6939307

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English	Stochastic dominance statistics for risk averters and risk seekers: an analysis of stock preferences for USA and China	scientific article; zbMATH DE number 6939307

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instance of

scholarly article

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title

Stochastic dominance statistics for risk averters and risk seekers: an analysis of stock preferences for USA and China (English)

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19 September 2018

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full work available at URL

http://www.kier.kyoto-u.ac.jp/DP/DP820.pdf

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zbMATH Keywords

stochastic dominance

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risk aversion

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risk-seeking

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test statistic

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hypothesis testing

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MaRDI profile type

MaRDI publication profile

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cites work

ENHANCEMENT OF THE APPLICABILITY OF MARKOWITZ'S PORTFOLIO OPTIMIZATION BY UTILIZING RANDOM MATRIX THEORY

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Detecting market crashes by analysing long-memory effects using high-frequency data

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Consistent Tests for Stochastic Dominance

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Statistical Inference for Stochastic Dominance and for the Measurement of Poverty and Inequality

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Justification and Extension of Doob's Heuristic Approach to the Kolmogorov- Smirnov Theorems

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Do investors like to diversify? A study of Markowitz preferences

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An enhanced model for portfolio choice with SSD criteria: a constructive approach

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A note on almost stochastic dominance

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Simplifying the Choice between Uncertain Prospects Where Preference is Nonlinear

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The Efficiency Analysis of Choices Involving Risk

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The sizes and powers of some stochastic dominance tests: A Monte Carlo study for correlated and heteroskedastic distributions

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Preferred by “All” and Preferred by “Most” Decision Makers: Almost Stochastic Dominance

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Extension of stochastic dominance theory to random variables

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Consistent Testing for Stochastic Dominance under General Sampling Schemes

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Stock market crashes in 2007–2009: were we able to predict them?

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Generalization of the Theorem of Glivenko-Cantelli

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Stochastic dominance and mean-variance measures of profit and loss for business planning and investment

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Prospect and Markowitz stochastic dominance

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A note on convex stochastic dominance

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Preferences over location-scale family

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Identifiers

zbMATH Open document ID

1398.62276

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DOI

10.1080/14697688.2014.943273

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:4683105

@@ Property / cites work @@
+ENHANCEMENT OF THE APPLICABILITY OF MARKOWITZ'S PORTFOLIO OPTIMIZATION BY UTILIZING RANDOM MATRIX THEORY
+Normal rank
@@ Property / cites work @@
+Detecting market crashes by analysing long-memory effects using high-frequency data
+Normal rank
@@ Property / cites work @@
+Consistent Tests for Stochastic Dominance
@@ Property / cites work: Consistent Tests for Stochastic Dominance / rank @@
+Normal rank
@@ Property / cites work @@
+Statistical Inference for Stochastic Dominance and for the Measurement of Poverty and Inequality
+Normal rank
@@ Property / cites work @@
+Justification and Extension of Doob's Heuristic Approach to the Kolmogorov- Smirnov Theorems
+Normal rank
@@ Property / cites work @@
+Do investors like to diversify? A study of Markowitz preferences
+Normal rank
@@ Property / cites work @@
+An enhanced model for portfolio choice with SSD criteria: a constructive approach
+Normal rank
@@ Property / cites work @@
+A note on almost stochastic dominance
@@ Property / cites work: A note on almost stochastic dominance / rank @@
+Normal rank
@@ Property / cites work @@
+Simplifying the Choice between Uncertain Prospects Where Preference is Nonlinear
+Normal rank
@@ Property / cites work @@
+The Efficiency Analysis of Choices Involving Risk
@@ Property / cites work: The Efficiency Analysis of Choices Involving Risk / rank @@
+Normal rank
@@ Property / cites work @@
+The sizes and powers of some stochastic dominance tests: A Monte Carlo study for correlated and heteroskedastic distributions
+Normal rank
@@ Property / cites work @@
+Preferred by “All” and Preferred by “Most” Decision Makers: Almost Stochastic Dominance
+Normal rank
@@ Property / cites work @@
+Extension of stochastic dominance theory to random variables
+Normal rank
@@ Property / cites work @@
+Consistent Testing for Stochastic Dominance under General Sampling Schemes
+Normal rank
@@ Property / cites work @@
+Stock market crashes in 2007–2009: were we able to predict them?
+Normal rank
@@ Property / cites work @@
+Generalization of the Theorem of Glivenko-Cantelli
+Normal rank
@@ Property / cites work @@
+Stochastic dominance and mean-variance measures of profit and loss for business planning and investment
+Normal rank
@@ Property / cites work @@
+Prospect and Markowitz stochastic dominance
@@ Property / cites work: Prospect and Markowitz stochastic dominance / rank @@
+Normal rank
@@ Property / cites work @@
+A note on convex stochastic dominance
@@ Property / cites work: A note on convex stochastic dominance / rank @@
+Normal rank
@@ Property / cites work @@
+Preferences over location-scale family
@@ Property / cites work: Preferences over location-scale family / rank @@
+Normal rank