Pages that link to "Item:Q4012770"
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The following pages link to Stochastic Dominance and Expected Utility: Survey and Analysis (Q4012770):
Displaying 50 items.
- Alternate risk measures for emergency medical service system design (Q2430620) (← links)
- Stability analysis of stochastic programs with second order dominance constraints (Q2434984) (← links)
- Compromise programming with Tchebycheff norm for discrete stochastic orders (Q2449367) (← links)
- A note on almost stochastic dominance (Q2451412) (← links)
- Expert judgments in the cost-effectiveness analysis of resource allocations: a case study in military planning (Q2454360) (← links)
- Decision making on the sole basis of statistical likelihood (Q2457663) (← links)
- On the dual test for SSD efficiency With an application to momentum investment strategies (Q2464238) (← links)
- Data envelopment analysis of mutual funds based on second-order stochastic dominance (Q2477683) (← links)
- On deviation measures in stochastic integer programming (Q2488193) (← links)
- How big is too big? Trading off the economies of scale of larger telecommunications network elements against the risk of larger outages (Q2491795) (← links)
- A unified approach to testing for and against a set of linear inequality constraints in the product multinomial setting (Q2507752) (← links)
- Twenty years of linear programming based portfolio optimization (Q2514724) (← links)
- A general test for SSD portfolio efficiency (Q2516639) (← links)
- Comparing risks with reference points: a stochastic dominance approach (Q2520437) (← links)
- On extending the LP computable risk measures to account downside risk (Q2574063) (← links)
- Partial stochastic dominance via optimal transport (Q2661524) (← links)
- Extending the MAD portfolio optimization model to incorporate downside risk aversion (Q2741214) (← links)
- Multivariate stochastic dominance for risk averters and risk seekers (Q2826666) (← links)
- Portfolio selection problems consistent with given preference orderings (Q2853378) (← links)
- The weekly pattern of commercial paper across different trading-day regimes (Q2866354) (← links)
- Mean–Variance Optimal Adaptive Execution (Q2889596) (← links)
- Supplier Evaluation and Selection Based on Stochastic Dominance: A Quality-Based Approach (Q2921843) (← links)
- Risk Aversion in Two-Stage Stochastic Integer Programming (Q3001274) (← links)
- Stochastic Monotonicity of the Mean-CVaRs and Their Applications to Inventory Systems with Stockout Cost: A Transformation Approach (Q3305577) (← links)
- Orderings and Probability Functionals Consistent with Preferences (Q3395730) (← links)
- Myopic loss aversion and margin of safety: the risk of value investing (Q3437406) (← links)
- On Deviation Measures in Stochastic Integer Programming (Q3439156) (← links)
- Inverse Stochastic Dominance, Majorization, and Mean Order Statistics (Q3551004) (← links)
- (Q3604338) (← links)
- New and improved estimators of distribution functions under second-order stochastic dominance (Q3611823) (← links)
- Robust portfolio selection under downside risk measures (Q3650968) (← links)
- MISUSE AND OPTIMUM INSPECTING STRATEGY IN AGENCY PROBLEMS (Q4208055) (← links)
- Improvements in the power of empirical stochastic dominance comparisons through kernel density estimation: a monte carlo study (Q4253288) (← links)
- (Q4365155) (← links)
- On the price of risk in a mean-risk optimization model (Q4619512) (← links)
- International Equity Portfolios and Currency Hedging: The Viewpoint of German and Hungarian Investors (Q4661660) (← links)
- Almost stochastic dominance under inconsistent utility and loss functions (Q4684889) (← links)
- Decomposing the Cross Derivatives of a Multiattribute Utility Function into Risk Attitude and Value (Q4691929) (← links)
- Weighted Almost Stochastic Dominance: Revealing the Preferences of Most Decision Makers in the St. Petersburg Paradox (Q4691991) (← links)
- Clear Preferences Under Partial Distribution Information (Q4692027) (← links)
- SKEWNESS‐AWARE ASSET ALLOCATION: A NEW THEORETICAL FRAMEWORK AND EMPIRICAL EVIDENCE (Q4906535) (← links)
- Testing for Restricted Stochastic Dominance (Q5080541) (← links)
- Dynamic Risked Equilibrium (Q5095185) (← links)
- Target-Oriented Distributionally Robust Optimization and Its Applications to Surgery Allocation (Q5106406) (← links)
- Expected Utility Maximization with Stochastic Dominance Constraints in Complete Markets (Q5162844) (← links)
- Semantic dominance analysis for multicriteria decision‐making problems with unbalanced linguistic scale (Q5175831) (← links)
- THE PROPER USE OF RISK MEASURES IN PORTFOLIO THEORY (Q5493853) (← links)
- (Q5694259) (← links)
- Relative Importance of Risk Sources in Insurance Systems (Q5718287) (← links)
- A kolmogorov-smirnov type test for positive quadrant dependence (Q5718590) (← links)
