Results 11 to 20 of about 2,304,350 (248)

Tests for Almost Stochastic Dominance

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.
Baíllo, Amparo, Cárcamo, Javier, Mora-Corral, Carlos   +2 more
openaire   +3 more sources

Price limits under incomplete preference information based on almost stochastic dominance

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   +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

Life cycle versus balanced funds: An emerging market perspective

South African Journal of Economic and Management Sciences, 2017
Background: Inadequate retirement savings is an international challenge. Additionally, individuals are not cognisant of how asset allocation choices ultimately impact retirement savings.
Elbie Louw, Cornelis H. van Schalkwyk, Michelle Reyers   +2 more
doaj   +1 more source

Precise synaptic efficacy alignment suggests potentiation dominated learning

Frontiers in Neural Circuits, 2016
Recent evidence suggests that parallel synapses from the same axonal branch onto the same dendritic branch have almost identical strength. It has been proposed that this alignment is only possible through learning rules that integrate activity over long ...
Christoph eHartmann, Christoph eHartmann, Daniel Carl Miner, Jochen eTriesch   +3 more
doaj   +1 more source

Effects of primary productivity on beta diversity of ecological communities

Acta Limnologica Brasiliensia, 2019
Aim Several ecological factors are predicted to affect beta diversity - the dissimilarity of communities among localities or through time. Considering the effect of primary productivity, there is a divergence in the literature concerning if it is ...
Leticia Siman Bora, Juliana Wojciechowski, Jaqueline Dittrich, André Andrian Padial   +3 more
doaj   +1 more source

RSD: An R package to calculate stochastic dominance

SoftwareX
Stochastic dominance is a classical method for comparing two random variables using their probability distribution functions. As for all stochastic orders, stochastic dominance does not always establish an order between the random variables, and almost ...
Shayan Tohidi, Sigurdur Olafsson
doaj   +1 more source

Stochastic programming with multivariate second order stochastic dominance constraints with applications in portfolio optimization [PDF]

, 2014
In this paper we study optimization problems with multivariate stochastic dominance constraints where the underlying functions are not necessarily linear. These problems are important in multicriterion decision making, since each component of vectors can
Xu, Huifu, Meskarian, Rudabeh, Fliege, Jörg   +2 more
core   +1 more source

On Expectiles and Almost Stochastic Dominance

Insurance: Mathematics and Economics
We investigate the relationship between almost first order stochastic dominance (AFSD), the statistical functionals called expectiles, and the corresponding expectile-based monetary risk measure. From a methodological point of view, we show that expectiles provide a ready-to-be-used criterion for the comparison between a deterministic and a random ...
Corrado De Vecchi, Matthias Scherer
openaire   +1 more source

Salmonella lipopolysaccharide‐containing supported lipid bilayers as platforms to study bacteriophage interactions

FEBS Letters, EarlyView.
We present robust protocols for the preparation of supported lipid bilayers (SLBs) incorporating either Salmonella smooth LPS or outer membrane vesicles (OMVs). We use a combination of quartz crystal microbalance with dissipation (QCM‐D) and fluorescence microscopy to both characterize the SLBs of various compositions and to probe their interactions ...
Hudson P. Pace, Alyssa Borges, Charles Arnaud, Tove Karlsson, Nina K. Bröker, Stefanie Barbirz, Marta Bally   +6 more
wiley   +1 more source