Multivariate Discrete First Order Stochastic Dominance [PDF]
, 2007 This paper characterizes the principle of first order stochastic dominance in a multivariate discrete setting. We show that a distribution f first order stochastic dominates distribution g if and only if f can be obtained from g by iteratively shifting ...
Finn Tarp, Lars Peter Østerdal
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Relaxations of linear programming problems with first order stochastic dominance constraints [PDF]
Operations Research Letters, 2006 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Nilay Noyan +2 more
exaly +4 more sources
A proof of first-order stochastic dominance for quantity constrained oligopolies [PDF]
, 1994 In this paper a proof for First Order Stochastic Dominance for capacity constrained oligopolies exhibiting equilibrium in mixed strategies is derived.
Kujal, Praveen
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Application of Stochastics Dominance via Quantile Regression in Analysis of Arbitrage Opportunities Market Efficiency and Investors Preferences [PDF]
تحقیقات مالی, 2021 Objective: The stochastic dominance theory has extensively employed in various financial fields because it is not necessary to assume a specific distribution of returns, such as normal distribution.
Moslem Peymany Foroushany +2 more
doaj +1 more source
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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Stability and Sensitivity of Optimization Problems with First Order Stochastic Dominance Constraints [PDF]
SIAM Journal on Optimization, 2007 Preprint: Weierstraß-Institut für Angewandte Analysis und Stochastik, vol ...
Dentcheva, Darinka +2 more
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Fundamentals Rating Based on the Additive Ratio Assessment (ARAS) and Stochastic Utility of Investors: Evidences from Tehran Stock Exchange [PDF]
چشمانداز مدیریت صنعتی, 2019 Given the variety of factors influencing on financial decision making and subjective nature of the most decisions is only part of their features associated with Multi-Criteria Decision Making.
Fatemeh Bayazidi +2 more
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A Stochastic Dominance-Based Approach for Hotel Selection under Probabilistic Linguistic Environment
Mathematics, 2020 Online reviews of hotels reflect tourist perception and evaluation, which are becoming an important perspective of studying hotel selection. In this paper, we prefer to use a probabilistic linguistic term set (PLTS) to fully reveal evaluation grades and ...
Su-min Yu +4 more
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Portfolio Optimization by Stochastic Dominance Method in the Tehran Stock Exchange [PDF]
Muṭāli̒āt-i Mudīriyyat-i Ṣan̒atī, 2019 The formation of the optimum portfolio based on risk and return is one of the most important decisions of investors in financial markets, for which there are various methods.
Moslem Peymany Foroushany +3 more
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Violations of first-order stochastic dominance
Journal of the Economic Science Association, 2023 AbstractI find necessary and sufficient conditions for first-order stochastic dominance (FOSD) violations for choices from a budget line of Arrow securities. Applying this characterization to existing data, I compare FOSD violation rates across a broad set of risk preference elicitation tasks.
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