From the 1 of 2 linked papers with an AI index.
2 papers
q-fin.RM2026
Asymptotic fractional-order stochastic dominance with bounded relative risk aversion
Jiehua Xie, Liulei Sun, Wei Zou
In this paper, we propose a novel asymptotic fractional-order stochastic dominance rule for ranking prospects over a sufficiently long investment horizon. The new rule formulates t…
stat.ME2026
Admissibility and Complete Classes for False Discovery Rate Control with E-values
Liulei Sun, Ruodu Wang
The paper analyzes the admissibility of e‑value based procedures for controlling the false discovery rate, showing that weighted‑mean e‑Benjamini‑Hochberg methods form a complete c…