Results 11 to 20 of about 2,391,904 (247)
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 +4 more
doaj +4 more sources
A note on almost stochastic dominance [PDF]
Economics Letters, 2013 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Guo, Xu +3 more
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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
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A Note on Almost Stochastic Dominance and Generalized Almost Stochastic Dominance [PDF]
SSRN Electronic Journal, 2014 Abstract In this paper we first extend the theory of almost stochastic dominance (ASD) (for risk averters) to include the ASD for risk-seeking investors. We then study the relationship between ASD for risk seekers and ASD for risk averters. Recently, Tsetlin, et al.(2015) develop the theory of generalized ASD (GASD).
Xu Guo, Wing-Keung Wong, Lixing Zhu
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Tests for Almost Stochastic Dominance
Journal of Business & Economic StatisticsWe 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 +2 more
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Operations Research and Decisions, 2012 There are commonly accepted and objective decision rules, which are consistent with rationality, for example stochastic dominance rules. But, as can be seen in many research studies in behavioral economics, decision makers do not always act rationally ...
Ewa Michalska, Renata Dudzińska-Baryła
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Make Almost Stochastic Dominance really Almost [PDF]
, 2013 Leshno and Levy (2002) extend stochastic dominance (SD) theory to almost stochastic dominance (ASD) for {\it most} decision makers. When comparing any two prospects, Guo, et al.\ (2013) find that there will be ASD relationship even there is only very little difference in mean, variance, skewness, or kurtosis.
Guo, Xu, Wong, Wing-Keung, Zhu, Lixing
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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
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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 +7 more
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Moment Conditions for Almost Stochastic Dominance [PDF]
SSRN Electronic Journal, 2013 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Guo, Xu +3 more
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