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Published in 2022 at "Journal of Applied Probability"
DOI: 10.1017/jpr.2021.44
Abstract: Abstract A continuum of stochastic dominance rules, also referred to as fractional stochastic dominance (SD), was introduced by Müller, Scarsini, Tsetlin, and Winkler (2017) to cover preferences from first- to second-order SD. Fractional SD can…
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Keywords:
fractional pure;
stochastic dominance;
properties fractional;
fractional stochastic ... See more keywords