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https://arxiv.org/abs/2404.16777 [2404.16777] Subset second-order stochastic dominance for enhanced indexation with diversification... Abstract page for arXiv paper 2404.16777: Subset second-order stochastic dominance for enhanced indexation with diversification enforced by sector constraints second order stochastic dominance https://www.econstor.eu/handle/10419/79351 EconStor: Consistent testing for stochastic dominance: A subsampling approach EconStor is a publication server for scholarly economic literature, provided as a non-commercial public service by the ZBW. stochastic dominance econstor consistent testing subsampling https://ideas.repec.org/p/lis/liswps/181.html Statistical Inference for Stochastic Dominance and for the Measurement of Poverty and Inequality Downloadable! We derive the asymptotic sampling distribution of various estimators frequently used to order distributions in terms of poverty, welfare and... statistical inference stochastic dominance https://ideas.repec.org/p/ucm/doicae/1408.html A Stochastic Dominance Approach to Financial Risk Management Strategies Downloadable! The Basel III Accord requires that banks and other Authorized Deposit-taking Institutions (ADIs) communicate their daily risk forecasts to the... financial risk management stochastic dominance approach strategies https://www.econstor.eu/handle/10419/86835 EconStor: Stochastic Dominance: Convexity and Some Efficiency Tests EconStor is a publication server for scholarly economic literature, provided as a non-commercial public service by the ZBW. stochastic dominance econstor convexity efficiency tests https://www.cambridge.org/core/journals/journal-of-the-economic-science-association/article/violations-of-firstorder-stochastic-dominance/A894F846D20A30D63475C24B24B93E31 Violations of first-order stochastic dominance | Journal of the Economic Science Association |... Violations of first-order stochastic dominance - Volume 9 Issue 2 first order stochastic dominance economic science violations https://www.econstor.eu/handle/10419/160796 EconStor: Lorenz and Stochastic Dominance Comparisons of European Income Distribution EconStor is a publication server for scholarly economic literature, provided as a non-commercial public service by the ZBW. stochastic dominance econstor lorenz comparisons european https://www.econstor.eu/handle/10419/45475 EconStor: Nonparametric inference for second order stochastic dominance EconStor is a publication server for scholarly economic literature, provided as a non-commercial public service by the ZBW. nonparametric inference second order econstor stochastic dominance https://ideas.repec.org/p/cwl/cwldpp/1713.html An Improved Bootstrap Test of Stochastic Dominance Downloadable! We propose a new method of testing stochastic dominance that improves on existing tests based on the standard bootstrap or subsampling. The... improved bootstrap test stochastic dominance https://ideas.repec.org/p/hal/cesptp/halshs-00576585.html Elitism and Stochastic Dominance Downloadable! Stochastic dominance has typically been used with a special emphasis on risk and inequality reduction something captured by the concavity of the... elitism stochastic dominance https://www.scirp.org/reference/ReferencesPapers?ReferenceID=2187873 Post, T. and Kopa, M. (2015) Portfolio Choice Based on Third-Degree Stochastic Dominance. Social... Post, T. and Kopa, M. (2015) Portfolio Choice Based on Third-Degree Stochastic Dominance. Social Science Electronic Publishing, Rochester. https://jmlr.org/papers/v24/22-0902.html Statistical Comparisons of Classifiers by Generalized Stochastic Dominance statistical comparisons classifiers generalized stochastic https://ideas.repec.org/p/ems/eureir/79539.html Choosing Expected Shortfall over VaR in Basel III Using Stochastic Dominance Downloadable! Bank risk managers follow the Basel Committee on Banking Supervision (BCBS) recommendations that recently proposed shifting the quantitative risk... expected shortfall basel iii choosing var