Results 21 to 30 of about 20,960,063 (275)
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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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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Stability and sensitivity analysis of stochastic programs with second order dominance constraints [PDF]
, 2010 In this paper we present stability and sensitivity analysis of a stochastic optimization problem with stochastic second order dominance constraints. We consider perturbation of the underlying probability measure in the space of regular measures equipped ...
Xu, Huifu, Liu, Yongchao
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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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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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Image based statistical process monitoring via partial first order stochastic dominance
Quality Engineering, 2021 The continuously evolving digitalized manufacturing industry is pushing quality engineers to face new and complex challenges. Quality data formats are evolving from simple univariate or multivariate characteristics to big data streams consisting of sequences of images and videos in the visible or infrared range; manufacturing processes are moving from ...
Tsiamyrtzis P. +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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