Results 21 to 30 of about 22,065,045 (278)
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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Large primordial fluctuations in gravitational waves from phase transitions
Journal of High Energy Physics, 2023 It is well-known that first-order phase transitions in the early universe can be a powerful source of observable stochastic gravitational wave backgrounds.
Arushi Bodas, Raman Sundrum
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Entropy, 2021 In this article, the “truncated-composed” scheme was applied to the Burr X distribution to motivate a new family of univariate continuous-type distributions, called the truncated Burr X generated family.
Rashad A. R. Bantan +4 more
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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.
Graham Loomes +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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Testing for Restricted Stochastic Dominance: Some Further Results
Review of Economic Analysis, 2009 Extensions are presented to the results of Davidson and Duclos (2007), whereby the null hypothesis of restricted stochastic non dominance can be tested by both asymptotic and bootstrap tests, the latter having considerably better properties as regards ...
Russell Davidson
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Croatian Review of Economic, Business and Social Statistics, 2022 The COVID-19 pandemic and its impact on the stock markets in the Central and East European (CEE) countries have been investigated in many papers, but mostly from the perspective of the market connectedness and the spillovers.
Kedžo Margareta Gardijan
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Conditional stochastic dominance tests in dynamic settings [PDF]
, 2014 This paper proposes nonparametric consistent tests of conditional stochastic dominance of arbitrary order in a dynamic setting. The novelty of these tests lies in the nonparametric manner of incorporating the information set.
Jose Olmo +5 more
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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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