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• W2509413765 abstract "Abstract We characterise two new orders of desirability of gambles (risky assets) that are natural extensions of the stochastic dominance order to complete orders, based on choosing optimal proportions of gambles. These orders are represented by indices, which we term the S index and the G index, that are characterised axiomatically and by wealth and utility uniform dominance concepts. The S index can be viewed as a generalised Sharpe ratio, and the G index can be used for maximising the growth path of a portfolio." @default.
• W2509413765 created "2016-09-16" @default.
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• W2509413765 date "2018-05-01" @default.
• W2509413765 modified "2023-09-23" @default.
• W2509413765 title "Indexing gamble desirability by extending proportional stochastic dominance" @default.
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• W2509413765 doi "https://doi.org/10.1016/j.geb.2018.02.003" @default.
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