The following pages link to Stochastic Dominance (Q5472101):
Displaying 50 items.
- Comparison of risks based on the expected proportional shortfall (Q153955) (← links)
- Mean-variance and expected utility: the Borch paradox (Q252755) (← links)
- Decision making under uncertainty with unknown utility function and rank-ordered probabilities (Q297307) (← links)
- The stochastic ordering of mean-preserving transformations and its applications (Q297411) (← links)
- On relations between DEA-risk models and stochastic dominance efficiency tests (Q301149) (← links)
- New results on high-order risk changes (Q319177) (← links)
- Standard stochastic dominance (Q320827) (← links)
- Generalized equitable preference in multiobjective programming (Q421565) (← links)
- Learning partial ordinal class memberships with kernel-based proportional odds models (Q433255) (← links)
- Crossing points of distributions and a theorem that relates them to second order stochastic dominance (Q434713) (← links)
- Stochastic dominance relations for integer variables (Q435897) (← links)
- Moment conditions for almost stochastic dominance (Q485560) (← links)
- Rationalizing investors' choices (Q492872) (← links)
- Precautionary paying for stochastic improvements under background risks (Q495467) (← links)
- A note on mean absolute deviation (Q506352) (← links)
- Testing for prospect and Markowitz stochastic dominance efficiency (Q524818) (← links)
- A note on portfolio selection and stochastic dominance (Q524901) (← links)
- Financial market equilibria with cumulative prospect theory (Q617572) (← links)
- Comparing tail variabilities of risks by means of the excess wealth order (Q659172) (← 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)
- Testing variability orderings by using Gini's mean differences (Q670122) (← 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)
- Portfolio selection in multidimensional general and partial moment space (Q964574) (← links)
- Robust and data-driven approaches to call centers (Q992722) (← links)
- Economically relevant preferences for all observed epsilon (Q993717) (← links)
- Risk preference modeling with conditional average: An application to portfolio optimization (Q1026538) (← links)
- An integrated operation module for individual risk management (Q1026794) (← links)
- Gains from diversification on convex combinations: a majorization and stochastic dominance approach (Q1044121) (← links)
- Convergence of a Scholtes-type regularization method for cardinality-constrained optimization problems with an application in sparse robust portfolio optimization (Q1639718) (← links)
- A search grid for parameter optimization as a byproduct of model sensitivity analysis (Q1643267) (← links)
- Portfolio optimization based on stochastic dominance and empirical likelihood (Q1668578) (← links)
- Quantifying non-monotonicity of functions and the lack of positivity in signed measures (Q1686351) (← links)
- Possibilistic risk aversion in group decisions: theory with application in the insurance of giga-investments valued through the fuzzy pay-off method (Q1701923) (← links)
- Multistage portfolio optimization with multivariate dominance constraints (Q1722747) (← links)
- On exact and approximate stochastic dominance strategies for portfolio selection (Q1751812) (← links)
- Indexing gamble desirability by extending proportional stochastic dominance (Q1753309) (← links)
- Stochastic dominance for shift-invariant measures (Q1757415) (← links)
- Stochastic dominance efficiency analysis of diversified portfolios: classification, comparison and refinements (Q1761828) (← links)
- Exploring the robustness of country rankings by educational attainment (Q1987311) (← links)
- Stochastic ordering by \(g\)-expectations (Q2038280) (← links)
- A discrete probability distribution and some applications (Q2112039) (← links)
- Multi-stage portfolio selection problem with dynamic stochastic dominance constraints (Q2149614) (← links)
- Stochastic dominance tests (Q2177995) (← links)
- Some conditions for the equivalence between risk aversion, prudence and temperance (Q2193071) (← links)
- Robust best choice problem (Q2216194) (← links)
- Stochastically weighted stochastic dominance concepts with an application in capital budgeting (Q2255976) (← links)
- New results on the relationship among risk aversion, prudence and temperance (Q2255984) (← links)
- How do changes in risk and risk aversion affect self-protection with Selden/Kreps-Porteus preferences? (Q2273970) (← links)
- General linear formulations of stochastic dominance criteria (Q2355950) (← links)
