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Published in 2019 at "Annals of Operations Research"
DOI: 10.1007/s10479-018-2828-9
Abstract: We review the Generalized Almost Stochastic Dominance definition in Tsetlin et al. (Oper Res 63(2):363–377, 2015). We follow the classic concept of stochastic dominance in minimizing specific assumptions about decision makers’ risk attitudes as highlighted…
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Keywords:
stochastic dominance;
dominance;
revisiting generalized;
generalized almost ... See more keywords