The following pages link to (Q5528344):
Displaying 42 items.
- Analytical decision rules using importance-ordered criteria with a scale of the first ordinal metric (Q1930701) (← links)
- Second order of stochastic dominance efficiency vs mean variance efficiency (Q2029940) (← links)
- Interval-based stochastic dominance: theoretical framework and application to portfolio choices (Q2070730) (← links)
- Weighted scoring elections: is Borda best? (Q2125101) (← links)
- Fraction-degree reference dependent stochastic dominance (Q2152263) (← links)
- Law-invariant functionals that collapse to the mean: beyond convexity (Q2155557) (← links)
- A smoothing SAA algorithm for a portfolio choice model based on second-order stochastic dominance measures (Q2190257) (← links)
- The measurement of relations on belief functions based on the Kantorovich problem and the Wasserstein metric (Q2237145) (← links)
- Analytic decision rules for importance-ordered criteria with a first ordered metric scale in the general form (Q2261798) (← links)
- Robust decisions in economic models (Q2276851) (← links)
- Completeness and transitivity of preferences on mixture sets (Q2334864) (← links)
- An algorithm for sequential tail value at risk for path-independent payoffs in a binomial tree (Q2430615) (← links)
- The quantitative importance of criteria with a continuous first-order metric scale (Q2457443) (← links)
- Quantitative importance of criteria with the scale of the first ordinal metric and convex preferences (Q2457528) (← links)
- Inverse stochastic dominance constraints and rank dependent expected utility theory (Q2502203) (← links)
- Stationary value mechanisms and expected utility theory (Q2522490) (← links)
- Conjoint measurement in utility theory with incomplete product sets (Q2524153) (← links)
- Interdependent preferences on finite sets (Q2552135) (← links)
- A generic multi-attribute analysis system (Q2571195) (← links)
- The ternary comparison method: application to quantification (Q2577227) (← links)
- Self-excited waves in complex social systems (Q2670253) (← links)
- Extending the MAD portfolio optimization model to incorporate downside risk aversion (Q2741214) (← links)
- Portfolio Optimization with Risk Control by Stochastic Dominance Constraints (Q3001275) (← links)
- Stochastic Monotonicity of the Mean-CVaRs and Their Applications to Inventory Systems with Stockout Cost: A Transformation Approach (Q3305577) (← links)
- Data-Based Dominance (Q3355921) (← links)
- Autonomous group functioning: the role of correlation and interaction (Q3494668) (← links)
- Characterization of the extreme points of a class of special polyhedra (Q4060227) (← links)
- Konfidenzintervalle in Entscheidungen bei Ungewißheit (Q4144038) (← links)
- On computing ELECTRE's credibility indices under partial information (Q4269872) (← links)
- An Information-Based Model for Subjective Probability (Q4311942) (← links)
- Entscheidungen bei teilweise bekannter Verteilung der Zustände (Q4772540) (← links)
- The quantitative importance of criteria For MCDA (Q4803326) (← links)
- Lexicographic order preservation and stochastic dominance (Q4859702) (← links)
- Decision trees and neural networks for reasoning and knowledge acquisition for autonomous agents (Q4882353) (← links)
- Readiness and the optimal redeployment of resources (Q5183300) (← links)
- Peter C. Fishburn (1936--2021) (Q5918411) (← links)
- Obituary: Peter C. Fishburn (1936--2021) (Q5918479) (← links)
- Peter C. Fishburn (1936--2021) (Q5919137) (← links)
- Testing for risk aversion: A stochastic dominance approach (Q5941023) (← links)
- Optimal portfolio trading subject to stochastic dominance constraints under second‐order autoregressive price dynamics (Q6069774) (← links)
- Robust generalized Merton-type financial portfolio models with generalized utility (Q6148775) (← links)
- The mathematical psychology of Peter Fishburn (Q6595387) (← links)
