Results 1 to 10 of about 98,700 (157)

Price limits under incomplete preference information based on almost stochastic dominance [PDF]

Business Research, 2019
We derive price limits as decision aids for identifying favorable and unfavorable contracts from the perspective of a selling firm in face of uncertain outcomes.
Hermann Jahnke, Jan Thomas Martini, Tobias Wiens   +2 more
doaj   +5 more sources

A New Stochastic Dominance Degree Based on Almost Stochastic Dominance and Its Application in Decision Making [PDF]

Entropy, 2017
Traditional stochastic dominance rules are so strict and qualitative conditions that generally a stochastic dominance relation between two alternatives does not exist.
Yunna Wu, Xiaokun Sun, Hu Xu, Chuanbo Xu, Ruhang Xu   +4 more
doaj   +3 more sources

Tests for Almost Stochastic Dominance [PDF]

Journal of Business & Economic Statistics
We introduce a 2-dimensional stochastic dominance (2DSD) index to characterize both strict and almost stochastic dominance. Based on this index, we derive an estimator for the minimum violation ratio (MVR), also known as the critical parameter, of the almost stochastic ordering condition between two variables.
Amparo Baíllo, Javier Cárcamo, Carlos Mora-Corral   +2 more
openaire   +3 more sources

Almost stochastic dominance: Magnitude constraints on risk aversion

Insurance: Mathematics and Economics, 2023
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Liu, Liqun, Meyer, Jack
openaire   +3 more sources

A Method Based on Bivariate Almost Stochastic Dominance for Multiple Criteria Group Decision Making With Probabilistic Dual Hesitant Fuzzy Information

IEEE Access, 2020
Probabilistic dual hesitant fuzzy sets (PDHFSs) are sound information granules to describe decision maker's aleatory and epistemic uncertainty in multiple criteria group decision making (MCGDM) process.
Qian Zhao, Yanbing Ju, Witold Pedrycz
doaj   +2 more sources

Multivariate Almost Stochastic Dominance: Transfer Characterizations and Sufficient Conditions Under Dependence Uncertainty

Operations Research, 2023
Decision with Several Objectives Under Uncertainty Important decisions typically involve multiple objectives and uncertainty. Assessing both multivariate utility and multivariate distributions for the attributes can be challenging. Moreover, big decisions are usually made by boards or committees with members holding divergent views and preferences ...
Alfred Müller, Marco Scarsini, Ilia Tsetlin, Robert L. Winkler   +3 more
openaire   +2 more sources

Bivariate almost stochastic dominance [PDF]

Economic Theory, 2014
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Denuit, Michel M., Huang, Rachel J., Tzeng, Larry Y.   +2 more
semanticscholar   +6 more sources

Almost stochastic dominance for poverty level in Central Java Province

Journal of Physics: Conference Series, 2017
The criteria for the domination of the distribution function has been used in the investment issues, momentum, agricultural production, and so on. One criteria of domination is stochastic dominance (SD).
Isnandar Slamet, Aryanto Agus Wibowo, Mania Roswitha   +2 more
openaire   +2 more sources

On Expectiles and Almost Stochastic Dominance

Insurance: Mathematics and Economics
Corrado De Vecchi, Matthias Scherer
openaire   +2 more sources

On the (almost) stochastic dominance of cryptocurrency factor portfolios and implications for cryptocurrency asset pricing

European Financial Management, 2023
Cryptocurrency returns are highly nonnormal, casting doubt on the standard performance metrics. We apply almost stochastic dominance, which does not require any assumption about the return distribution or degree of risk aversion.
Weihao Han, D. Newton, Emmanouil Platanakis, C. Sutcliffe, Xiaoxia Ye   +4 more
semanticscholar   +1 more source