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2006-05-01
英文文献:Stochastic Dominance Over Correlated Prospects
英文文献作者:McCarl, Bruce,Hastle, James B.,Wilson, James
英文文献摘要:
A difficulty occurs in stochastic dominance applications when alternatives are not mutually exclusive and mixed prospects may be formed. Exhaustive examination of all possible mixed prospects is often impractical. In this paper, rules are derived and tested for deciding when and to what extent mixed prospects should be examined.
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