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 false discovery rate (FDR) is the most widely used error metric in modern multiple testing. We provide a comprehensive analysis of the admissibility of e-value-based procedures…