Pages that link to "Item:Q1753649"
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The following pages link to Higher-degree stochastic dominance optimality and efficiency (Q1753649):
Displaying 17 items.
- Standard stochastic dominance (Q320827) (← links)
- Advancements in stochastic dominance efficiency tests (Q666998) (← links)
- Sufficient conditions for \(j\)th order stochastic dominance for discrete cardinal variables, and their formulae (Q824020) (← links)
- More higher-order efficiency: Concentration probability (Q1275420) (← links)
- Optimal investment under ambiguous technology shocks (Q2030529) (← links)
- Interval-based stochastic dominance: theoretical framework and application to portfolio choices (Q2070730) (← links)
- Central moments, stochastic dominance, moment rule, and diversification with an application (Q2112856) (← links)
- Portfolio diversification based on stochastic dominance under incomplete probability information (Q2184173) (← links)
- The family of alpha,[a,b] stochastic orders: risk vs. expected value (Q2237883) (← links)
- Operational asymptotic stochastic dominance (Q2272323) (← links)
- Portfolio allocation problems between risky and ambiguous assets (Q2288958) (← links)
- On the construction of a feasible range of multidimensional poverty under benchmark weight uncertainty (Q2333017) (← links)
- General linear formulations of stochastic dominance criteria (Q2355950) (← links)
- Criteri di sensitività in problemi di dominanza stocastica (Q3342158) (← links)
- Toward Graded and Nongraded Variants of Stochastic Dominance (Q3594254) (← links)
- Almost Higher Order Stochastic Dominance (Q5410244) (← links)
- Modeling portfolio efficiency using stochastic optimization with incomplete information and partial uncertainty (Q6547046) (← links)
