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General linear formulations of stochastic dominance criteria
Thierry Post
, Miloš Kopa
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peer-review
61
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Keyphrases
Dominance Criteria
100%
Stochastic Dominance
100%
Linear Formulation
100%
Market Portfolio
100%
Lower Partial Moment
100%
Linear Combination
50%
Stock Market
50%
Mean-variance
50%
Discrete Set
50%
Investment Horizon
50%
Stochastic Dominance Rules
50%
Nth Order
50%
Second-order Stochastic Dominance
50%
Prudence
50%
Dual Formulation
50%
Discrete Probability Distribution
50%
Managed Portfolios
50%
Satiation
50%
Piecewise Polynomial
50%
Polynomial Representation
50%
Small Systems
50%
System of Linear Inequalities
50%
Polyhedral Set
50%
Data Market
50%
INIS
market
100%
stochastic processes
100%
stocks
66%
applications
33%
comparative evaluations
33%
data
33%
utilities
33%
investment
33%
distribution
33%
probability
33%
polynomials
33%
violations
33%
Mathematics
Stochastic Dominance
100%
Stock Market
66%
Linear Combination
33%
Linear Inequality
33%
Polyhedral Set
33%
Mean-Variance
33%
Polynomial Representation
33%
Discrete Probability Distribution
33%
Discrete Set
33%
Economics, Econometrics and Finance
Investors
100%