Pages that link to "Item:Q4012770"

The following pages link to Stochastic Dominance and Expected Utility: Survey and Analysis (Q4012770):

Displaying 50 items.

• Comparison of probability measures: Dominance of the third degree (Q1591551) (← links)
• From stochastic dominance to mean-risk models: Semideviations as risk measures (Q1610125) (← links)
• An examination of parallel versus coactive processing accounts of redundant-target audiovisual signal processing (Q1645051) (← links)
• On increasing risk, inequality and poverty measures: peacocks, lyrebirds and exotic options (Q1657477) (← links)
• Optimal privatization portfolios in the presence of arbitrary risk aversion (Q1681178) (← links)
• Second-order stochastic dominance constrained portfolio optimization: theory and computational tests (Q1681525) (← links)
• Capturing preferences for inequality aversion in decision support (Q1681527) (← links)
• Approximating exact expected utility via portfolio efficient frontiers (Q1693847) (← links)
• Profitability and risk profile of reverse mortgages: a cross-system and cross-plan comparison (Q1697248) (← links)
• Robust multicriteria risk-averse stochastic programming models (Q1698287) (← links)
• Financial analysis based sectoral portfolio optimization under second order stochastic dominance (Q1699135) (← links)
• On the median in imprecise ordinal problems (Q1699151) (← links)
• Analytical properties of generalized Gaussian distributions (Q1720146) (← links)
• Adaptive decision making via entropy minimization (Q1726294) (← links)
• Decomposing bivariate dominance for social welfare comparisons (Q1737119) (← links)
• On exact and approximate stochastic dominance strategies for portfolio selection (Q1751812) (← links)
• Matching with indifferences: a comparison of algorithms in the context of course allocation (Q1753433) (← links)
• Communication and personal selection of pension saver's financial risk (Q1755410) (← links)
• Stochastic dominance efficiency analysis of diversified portfolios: classification, comparison and refinements (Q1761828) (← links)
• A measure of risk and a decision-making model based on expected utility and entropy (Q1767702) (← links)
• Novel approaches for portfolio construction using second order stochastic dominance (Q1789608) (← links)
• Supporting consumer's purchase decision: a method for ranking products based on online multi-attribute product ratings (Q1800306) (← links)
• Stochastically dominating shifts and the competitive firm (Q1848596) (← links)
• Preference and veto thresholds in multicriteria analysis based on stochastic dominance (Q1876129) (← links)
• Decision theory and discrete mathematics (Q1923611) (← links)
• Convex orders for linear combinations of random variables (Q1972157) (← links)
• Conditional dominance criteria: Definition and application to risk-management (Q1974031) (← links)
• Optimal investment under ambiguous technology shocks (Q2030529) (← links)
• Convergence in measure theorems of nonlinear integrals of functions integrable to the \(p\)th power (Q2035260) (← links)
• The Vitali convergence in measure theorem of nonlinear integrals (Q2036796) (← links)
• Stochastic dominance efficient sets and stochastic spanning (Q2044829) (← links)
• Incomplete risk-preference information in portfolio decision analysis (Q2079418) (← links)
• Improved inference for vaccine-induced immune responses via shape-constrained methods (Q2106785) (← links)
• Fraction-degree reference dependent stochastic dominance (Q2152263) (← links)
• Simple equilibria in general contests (Q2155902) (← links)
• Stochastic dominance tests (Q2177995) (← links)
• A decision model based on expected utility, entropy and variance (Q2180680) (← links)
• Convex approximations for two-stage mixed-integer mean-risk recourse models with conditional value-at-risk (Q2189450) (← links)
• Adversarial risk analysis under partial information (Q2189943) (← links)
• Spanning tests for Markowitz stochastic dominance (Q2190226) (← links)
• Hessian and increasing-Hessian orderings of scale-shape mixtures of multivariate skew-normal distributions and applications (Q2237920) (← links)
• On measuring welfare `behind a veil of ignorance' (Q2244409) (← links)
• Maximum excess dominance: identifying impractical solutions in linear problems with interval coefficients (Q2282559) (← links)
• Revisiting generalized almost stochastic dominance (Q2288901) (← links)
• Portfolio allocation problems between risky and ambiguous assets (Q2288958) (← links)
• Multi-criteria semantic dominance: a linguistic decision aiding technique based on incomplete preference information (Q2356219) (← links)
• Finding efficient and environmentally friendly paths for risk-averse freight carriers (Q2357876) (← links)
• The fundamental theorem of mutual insurance (Q2364020) (← links)
• Non-separation in the mean -- lower-partial-moment portfolio optimization problem (Q2384636) (← links)
• Asymptotic multivariate dominance: a financial application (Q2404182) (← links)