# stochastic dominance

### Farinelli and Tibiletti ratio and Stochastic Dominance

**stochastic**

**dominance**. Second-order

**stochastic**

**dominance**does not lead to F-T ratios with any nonnegative values p and q, but can lead to F-T

**dominance**with any p < 1 and ...

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### Higher Order Risk Measure and (Higher Order) Stochastic Dominance

**stochastic**

**dominance**(SD) and risk-seeking SD (RSD) by establishing several relationships between first- and higher- order risk measures and (higher-order) SD and ...

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### On the Third Order Stochastic Dominance for Risk Averse and Risk Seeking Investors

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### Stochastic dominance option bounds and Nth order arbitrage opportunities

**stochastic**

**dominance**(hereafter NSD) option bounds by using the observed prices of concurrently expiring op- ...order

**stochastic**

**dominance**option bounds are given by a pricing kernel whose ...

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### Preferences and Increased Risk Aversion under a General Framework of Stochastic Dominance

**stochastic**

**dominance**. The results that follow differ from that of Meyer in several respects. First, all families of utility functions with prudence measures that are ...

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### Almost Stochastic Dominance for Risk Averse and Risk Seeking Investors

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### Almost Stochastic Dominance for Risk Averse and Risk Seeking Investors

**Stochastic**

**Dominance**(SD) is first introduced in mathematics by Mann and Whitney (1947) and Lehmann ...the

**stochastic**

**dominance**rules for risk ...the

**stochastic**...

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### On the Third Order Stochastic Dominance for Risk Averse and Risk Seeking Investors with Analysis of their Traditional and Internet Stocks

**stochastic**

**dominance**(TSD) is becoming an important area of research in ...convex

**stochastic**

**dominance**relations based on decreasing absolute risk aversion (DARA) for discrete and ...

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### Evaluation of the Added Value from Risk Diversification through AEC Capital Market Integration using Stochastic Dominance

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### The choice theoretic characterizations of risk changes and risk attitudes in cumulative prospect theory:a stochastic dominance approach

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### A stochastic dominance approach to determining the optimal home size purchase: The case of Hong Kong

**stochastic**

**dominance**(FSD) of one investment prospect over another implies that regardless of one’s risk preferences, the dominant prospect is the preferred ...

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### Stochastic Dominance and Investors’ Behavior towards Risk: The Hong Kong Stocks and Futures Markets

**stochastic**

**dominance**(SD) tests to examine the

**dominance**relationships between the futures and spot markets in Hong Kong. We also analyze the preferences for the risk averters, ...

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### Electricity Procurement for Large Consumers with Second Order Stochastic Dominance Constraints

**Stochastic**

**Dominance**(SD)- constrained

**stochastic**...a

**stochastic**programming problem with SSD constraints by generating appropriate scenarios for pool price and self-generation unit's ...

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### The Stochastic Dominance Violation of Index Call Options in the Presence of Market Makers

**stochastic**

**dominance**(he- reafter, SD) literature has documented that index ...

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### First Stochastic Dominance and Risk Measurement

**Stochastic**

**Dominance**and Risk Measure: A Decision-Theoretic Foundation for VaR and C-VaR, European Journal of Operational Research 207(2), ...

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### On the Stochastic Dominance of Portfolio Insurance Strategies

**dominance**(TSD). We find that the CPPI method third order stochastically dominates the OBPI one ...

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### Almost Stochastic Dominance and Efficient Investment Sets

**Stochastic**

**Dominance**to develop a simple

**stochastic**model that can explain the empirically observed power-law wealth ...Almost

**Stochastic**

**Dominance**to determine the minimal con- ...

9

### Multivariate Stochastic Dominance for Risk Averters and Risk Seekers

**stochastic**

**dominance**results to multivari- ate

**stochastic**dominances (MSD) for both risk averters and risk seekers, respectively, to n order for any n ≥ 1 when the attributes are assumed ...

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### Terrorist choice: a stochastic dominance and prospect theory analysis

**stochastic**

**dominance**...Within

**stochastic**

**dominance**these trigger points are associated with the intersection of the cumulative distributions for each ...clear

**dominance**exists to ...

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### The state of female autonomy in India: A stochastic dominance approach

**stochastic**

**dominance**techniques for ordinal and dichoto- mous variables in order to document whether autonomy comparisons across Indian states are robust to broad classes of individual welfare ...

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