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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.
Noyan, Nilay +2 more
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Bioscience Journal, 2017 The objective of this study was to evaluate the use of stochastic simulations in decision-making regarding the economic viability of feedlot finishing Charolais steers slaughtered at different weights (420, 460 or 500 kg live weight).
Paulo Santana Pacheco +7 more
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Economies, 2017 Both stochastic dominance and Omegaratio can be used to examine whether the market is efficient, whether there is any arbitrage opportunity in the market and whether there is any anomaly in the market.
Xu Guo, Xuejun Jiang, Wing-Keung Wong
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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 +2 more
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Stochastic Programs with First-Order Dominance Constraints Induced by Mixed-Integer Linear Recourse [PDF]
SIAM Journal on Optimization, 2008 We propose a new class of stochastic integer programs whose special features are dominance constraints induced by mixed-integer linear recourse. For these models, we establish closedness of the constraint set mapping with the underlying probability measure as a parameter.
Ralf Gollmer +2 more
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IIMB Management Review, 2018 We investigate farmers’ decision making under risk by eliciting their willingness to pay for hypothetical risky income distributions. We also investigate whether farmers behave differently to price and yield risk.
Thiagu Ranganathan +2 more
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The Astrophysical Journal Supplement Series, 2023 This paper presents the results of a detailed X-ray timing and spectral analysis of Mrk 501, which are based mainly on the Swift data obtained during 2021 February–2022 December. The source showed strongly enhanced X-ray activity, characterized by a long-
B. Kapanadze, A. Gurchumelia, M. Aller
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Comment on “A Model of Probabilistic Choice Satisfying First-Order Stochastic Dominance” by Pavlo Blavatskyy [PDF]
Management Science, 2014 We present examples of existing evidence that lead us to be cautious about claims made in the original paper [Blavatskyy PR (2011) A model of probabilistic choice satisfying first-order stochastic dominance. Management Sci. 57(3):542–548] that the proposed model provides a better fit to experimental data than do existing models.
Loomes, Graham +2 more
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RSD: An R package to calculate stochastic dominance
SoftwareXStochastic 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
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On the existence of certainty equivalents of various relevant types
Journal of Applied Mathematics, 2003 We tackle the problem of associating certainty equivalents with preferences over stochastic situations, which arises in a number of different fields (e.g., the theory of risk attitudes or the analysis of stochastic cooperative games).
J. C. R. Alcantud, G. Bosi
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