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[会议论文] 作者：Yi Fang,Thierry Post,
来源：吉林大学 年份：2013
We develop and implement linear formulations of stochastic dominance decision rules based on Decreasing Absolute Risk Aversion (DARA) for discrete probability distributions.Our approach to DARA SD (DS...
[会议论文] 作者：Thierry Post,Selcuk Karabati,
来源：吉林大学,吉林省数量经济学会 年份：2017
This study develops and applies a portfolio construction method based on the Stochastic Dominance (SD) decision criterion and the Empirical Likelihood (EL) estimation method.SD and EL share a distribu...
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