Generalized almost stochastic dominance
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Cites work
- Apportioning of risks via stochastic dominance
- Economically relevant preferences for all observed epsilon
- Multivariate concave and convex stochastic dominance
- Preferred by ``all and preferred by ``most decision makers: almost stochastic dominance
- Stochastic Dominance
- Tractable almost stochastic dominance
Cited in
(42)- Almost Lorenz dominance
- Second-order stochastic dominance constrained portfolio optimization: theory and computational tests
- Profitability and risk profile of reverse mortgages: a cross-system and cross-plan comparison
- Modeling stochastic dominance as infinite-dimensional constraint systems via the Strassen theorem
- Models for the assessment of treatment improvement: the ideal and the feasible
- On exact and approximate stochastic dominance strategies for portfolio selection
- Stochastic dominance in multi sampling environments
- Making socioeconomic health inequality comparisons when health concentration curves intersect
- Interval-based stochastic dominance: theoretical framework and application to portfolio choices
- Incomplete risk-preference information in portfolio decision analysis
- Portfolio diversification based on stochastic dominance under incomplete probability information
- Distorted stochastic dominance: a generalized family of stochastic orders
- The family of alpha,[a,b] stochastic orders: risk vs. expected value
- An almost robust model for minimizing disruption exposures in supply systems
- Operational asymptotic stochastic dominance
- Revisiting generalized almost stochastic dominance
- Enhanced indexing for risk averse investors using relaxed second order stochastic dominance
- A note on almost stochastic dominance
- Some remarks on stochastic dominance
- Characterizations on almost stochastic dominance revisited
- Toward Graded and Nongraded Variants of Stochastic Dominance
- scientific article; zbMATH DE number 125970 (Why is no real title available?)
- Tractable almost stochastic dominance
- Comparison of the valuations of alternatives based on cumulative prospect theory and almost stochastic dominance
- Almost stochastic dominance under inconsistent utility and loss functions
- Weighted almost stochastic dominance: revealing the preferences of most decision makers in the St. Petersburg paradox
- Clear preferences under partial distribution information
- Moment conditions for almost stochastic dominance
- Technical Note—Ranking Distributions When Only Means and Variances Are Known
- Almost stochastic dominance for most risk-averse decision makers
- Almost Higher Order Stochastic Dominance
- Somewhere Between Utopia and Dystopia: Choosing From Multiple Incomparable Prospects
- Almost dominance: inference and application
- Tests for Almost Stochastic Dominance
- Multiperiod interval-based stochastic dominance with application to dynamic portfolios
- Flexible enhanced indexation models through stochastic dominance and ordered weighted average optimization
- Almost stochastic dominance: magnitude constraints on risk aversion
- The maximum geometric mean criterion: revisiting the Markowitz-Samuelson debate: survey and analysis
- To revise or not to revise? This is the question
- Integral stochastic orders with parametric classes of functions
- The optimal asset allocation of national insurance funds
- Conditional stochastic dominance
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