Stochastic superiority
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DOI: 10.1007/s11166-021-09362-9
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Keywords
Stochastic dominance; Almost stochastic dominance; Set dominance; Left tail problem; Self-protection;All these keywords.
JEL classification:
- D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
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