New development on the third-order stochastic dominance for risk-averse and risk-seeking investors with application in risk management
Author:
Publisher
Springer Science and Business Media LLC
Subject
Strategy and Management,Economics and Econometrics,Finance,Business and International Management
Link
http://link.springer.com/content/pdf/10.1057/s41283-019-00057-9.pdf
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3. Bai, Z., H. Li, H. Liu, and W.K. Wong. 2011. Test statistics for prospect and Markowitz stochastic dominances with applications. The Econometrics Journal 14 (2): 278–303.
4. Bai, Z., H. Li, M. McAleer, and W.K. Wong. 2015. Stochastic dominance statistics for risk averters and risk seekers: an analysis of stock preferences for USA and China. Quantitative Finance 15 (5): 889–900.
5. Bawa, V.S. 1975. Optimal rules for ordering uncertain prospects. Journal of Financial Economics 2 (1): 95–121.
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