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Almost Stochastic Dominance for Risk-Averse and Risk-Seeking Investors

Xu, Guo and Wing-Keung, Wong and Lixing, Zhu (2013): Almost Stochastic Dominance for Risk-Averse and Risk-Seeking Investors.

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Abstract

In this paper we �first develop a theory of almost stochastic dominance for risk-seeking investors to the first three orders. Thereafter, we study the relationship between the preferences of almost stochastic dominance for risk-seekers with that for risk averters.

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