Pages that link to "Item:Q4012770"

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

Displaying 50 items.

• Optimal path problems with second-order stochastic dominance constraints (Q264233) (← links)
• Testing for stochastic dominance using the weighted McFadden-type statistic (Q274913) (← links)
• A Bayesian decision model based on expected utility and uncertainty risk (Q279618) (← links)
• Sufficient conditions under which SSD- and MR-efficient sets are identical (Q297397) (← links)
• Mean-risk analysis with enhanced behavioral content (Q297400) (← links)
• Pricing and sales-effort investment under bi-criteria in a supply chain of virtual products involving risk (Q319794) (← links)
• Portfolio optimization under loss aversion (Q322671) (← links)
• Nonparametric comparative revealed risk aversion (Q406421) (← links)
• Data envelopment analysis models of investment funds (Q421799) (← links)
• Capital rationing problems under uncertainty and risk (Q429488) (← links)
• Crossing points of distributions and a theorem that relates them to second order stochastic dominance (Q434713) (← links)
• Scenario-based portfolio selection of investment projects with incomplete probability and utility information (Q439347) (← links)
• Dynamic optimal portfolio with maximum absolute deviation model (Q454257) (← links)
• A simple SSD-efficiency test (Q476280) (← links)
• Risk behavior for gain, loss, and mixed prospects (Q490050) (← links)
• An approximation scheme for stochastic programs with second order dominance constraints (Q501509) (← links)
• Testing for central dominance: method and application (Q503582) (← links)
• Testing for prospect and Markowitz stochastic dominance efficiency (Q524818) (← links)
• The mass transfer approach to multivariate discrete first order stochastic dominance: direct proof and implications (Q617625) (← links)
• Processing second-order stochastic dominance models using cutting-plane representations (Q647395) (← links)
• Stationary-excess operator and convex stochastic orders (Q661209) (← links)
• The variability of male quality and female mate choice decisions: Second-order stochastic dominance and the behavior of searchers under a sequential search strategy (Q662579) (← links)
• A new risk criterion in fuzzy environment and its application (Q693392) (← links)
• Distribution-free tests of stochastic dominance for small samples (Q708643) (← links)
• Under stochastic dominance Choquet-expected utility and anticipated utility are identical (Q756625) (← links)
• Multi-objective stochastic programming for portfolio selection (Q857322) (← links)
• Remarks on ``a measure of risk and a decision-making model based on expected utility and entropy'' by \textit{J. Yang} and \textit{W. Qiu} [Eur. J. Oper. Res. 164, No. 3, 792--799 (2005; Zbl 1057.91020)] (Q879325) (← links)
• Stochastic dominance and mean-variance measures of profit and loss for business planning and investment (Q881544) (← links)
• Almost stochastic dominance and stocks for the long run (Q953451) (← links)
• Shortfall as a risk measure: properties, optimization and applications (Q953649) (← links)
• Generalized stochastic dominance and bad outcome aversion (Q989979) (← links)
• A method for stochastic multiple criteria decision making based on pairwise comparisons of alternatives with random evaluations (Q992695) (← links)
• Dominance-based rough set approach to decision under uncertainty and time preference (Q993708) (← links)
• Risk preference modeling with conditional average: An application to portfolio optimization (Q1026538) (← links)
• Stochastic analysis of real-time systems under preemptive priority-driven scheduling (Q1039294) (← links)
• A note on comparative statics and stochastic dominance (Q1090213) (← links)
• Stochastic dominance in an ordinal world (Q1268150) (← links)
• A measurement of the certainty effect (Q1271087) (← links)
• An empirical analysis of term premiums using significance tests for stochastic dominance (Q1275121) (← links)
• Stochastic dominance tests for ranking alternatives under ambiguity (Q1278371) (← links)
• A class of bivariate stochastic orderings, with applications in actuarial sciences (Q1293810) (← links)
• Risk-value models (Q1309990) (← links)
• Mean-risk analysis of risk aversion and wealth effects on optimal portfolios with multiple investment opportunities (Q1313151) (← links)
• Abnormal expected utility and event study abnormal returns (Q1327917) (← links)
• Three-moments ranking and expected-utility maximization. A sufficient condition for the if-type consistency (Q1327993) (← links)
• Robustness issues under imprecise beliefs and preferences (Q1333153) (← links)
• A Kolmogorov-type test for second-order stochastic dominance (Q1379911) (← links)
• Some new classes of stochastic order relations among arithmetic random variables, with applications in actuarial sciences (Q1381477) (← links)
• Joint sensitivity in Bayesian decision theory (Q1423864) (← links)
• Review of guidelines for the use of combined forecasts (Q1579477) (← links)