Pages that link to "Item:Q2826666"
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The following pages link to Multivariate stochastic dominance for risk averters and risk seekers (Q2826666):
Displaying 12 items.
- Multivariate decision-making under risk aversion (Q910312) (← links)
- Many good risks: An interpretation of multivariate risk and risk aversion without the independence axiom (Q1190247) (← links)
- Multistage portfolio optimization with multivariate dominance constraints (Q1722747) (← links)
- Stochastic dominance via quantile regression with applications to investigate arbitrage opportunity and market efficiency (Q1753612) (← links)
- Stochastic dominance in multicriterion analysis under risk (Q1923339) (← links)
- Central moments, stochastic dominance, moment rule, and diversification with an application (Q2112856) (← links)
- Multivariate Concave and Convex Stochastic Dominance (Q2841946) (← links)
- Multivariate stochastic dominance for multivariate normal distribution (Q3120389) (← links)
- Stochastic Dominance Decision Rules when the Attributes are Utility Independent (Q3217869) (← links)
- Stochastic Monotonicity of the Mean-CVaRs and Their Applications to Inventory Systems with Stockout Cost: A Transformation Approach (Q3305577) (← links)
- Dual Stochastic Dominance and Related Mean-Risk Models (Q4785869) (← links)
- New Tests for Richness and Poorness: A Stochastic Dominance Analysis of Income Distributions in Hong Kong (Q5057288) (← links)