Results 11 to 20 of about 98,818 (275)

The concept of stochastic dominance in ranking investment alternatives [PDF]

Ekonomski Anali, 2005
In order to rank investments under uncertainty, the most widely used method is mean variance analysis. Stochastic dominance is an alternative concept which ranks investments by using the whole distribution function.
Trifunović Dejan
doaj   +1 more source

Moment Conditions for Almost Stochastic Dominance [PDF]

SSRN Electronic Journal, 2013
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Guo, Xu, Post, Thierry, Wong, Wing-Keung, Zhu, Lixing   +3 more
openaire   +2 more sources

Rare biosphere in cultivated Panax rhizosphere shows deterministic assembly and cross-plant similarity

Ecological Indicators, 2022
Revealing the ecological patterns of abundant and rare microbial subcommunities in rhizosphere of cultivated plant is critical for understanding plant–microbe interactions and the formation of functionally important rhizosphere microbiome.
Guozhuang Zhang, Fugang Wei, Zhongjian Chen, Yong Wang, Yuqing Zheng, Lan Wu, Shilin Chen, Linlin Dong   +7 more
doaj   +1 more source

A State-of-the-Art Fund Performance Index: Higher-Order Omega and Its Consistency with Almost Stochastic Dominance

Journal of Risk and Financial Management, 2022
This paper provides a mathematical proof and theoretical analysis of the one-to-one consistency between higher-order Omega and Almost Stochastic Dominance rules when evaluating fund performance.
Hengzhen Lu, Yingying Zhang, Ling Xiao, G. Dhesi   +3 more
semanticscholar   +1 more source

Evaluation of Family Property Insurance Companies based on Probabilistic Linguistic Almost Stochastic Dominance Criterion

Proceedings of the International Conference on Big Data Economy and Digital Management, 2022
: Family property insurance provides consumers with timely financial compensation for property losses, and the evaluation of family property insurance companies is beneficial to consumers in choosing the right insurance company for themselves.
Suqiong Hu, Na Zhao
semanticscholar   +1 more source

Hailstones: a window into the microbial and chemical inventory of a storm cloud. [PDF]

PLoS ONE, 2013
Storm clouds frequently form in the summer period in temperate climate zones. Studies on these inaccessible and short-lived atmospheric habitats have been scarce.
Tina Šantl-Temkiv, Kai Finster, Thorsten Dittmar, Bjarne Munk Hansen, Runar Thyrhaug, Niels Woetmann Nielsen, Ulrich Gosewinkel Karlson   +6 more
doaj   +1 more source

Almost marginal conditional stochastic dominance [PDF]

Journal of Banking & Finance, 2014
Marginal Conditional Stochastic Dominance (MCSD) developed by Shalit and Yitzhaki (1994) gives the conditions under which all risk-averse individuals prefer to increase the share of one risky asset over another in a given portfolio. In this paper, we extend this concept to provide conditions under which most (and not all) risk-averse investors behave ...
Michel M. Denuit, Rachel J. Huang, Larry Y. Tzeng, Christine W. Wang   +3 more
openaire   +2 more sources

Almost Higher Order Stochastic Dominance [PDF]

RAIRO - Operations Research, 2014
In this paper, we develop the concept of almost stochastic dominance for higher order preferences and investigate the related properties of this concept.
Cuizhen Niu, Xu Guo
openaire   +1 more source

A method based on the disappointment almost stochastic dominance degree for the multi-attribute decision making with linguistic distributions

Information Fusion, 2020
In the existing studies of the multi-attribute decision making problem (MADM) with linguistic distributions, the decision makers are assumed to be completely rational.
Xin Chen, Haiming Liang, Yuan Gao, Weijun Xu   +3 more
semanticscholar   +1 more source

Stochastic Dominance in Mobility Analysis [PDF]

, 2002
This paper introduces a technique for mobility dominance and compares the degree of earnings mobility of men in the USA from 1970 to 1995.
Fields, Gary S, Leary, Jesse B, Ok, Efe A   +2 more
core   +2 more sources