Results 111 to 120 of about 3,406 (137)

Test Statistics for Prospect and Markowitz Stochastic Dominances with Applications

SSRN Electronic Journal, 2007
Summary: \textit{H. Levy} and \textit{M. Levy} [``Prospect theory: much ado about nothing?'', Manage. Sci. 48, 1334--1349 (2002); ``Prospect theory and mean-variance analysis'', Rev. Financ. Stud. 17, 1015--1041 (2004)] extend the stochastic dominance (SD) theory for risk averters and risk seekers by developing the prospect SD (PSD) and Markowitz SD ...
Bai, Z., Li, H., Liu, H., Wong, W.-K.
openaire   +1 more source

OPTIMASI PORTOFOLIO SAHAM DENGAN METODE STOCHASTIC DOMINANCE DAN MARKOWITZ [PDF]

, 2021
Investasi saham merupakan salah satu investasi yang memiliki risiko yang tinggi. Sebelum mengambil keputusan untuk berinvestasi, investor diharuskan mencermati nilai return dan risiko yang diperoleh. Dalam berinvestasi saham, guna meminimumkan risiko investor dapat membentuk suatu portofolio. Para investor akan cenderung memilih portofolio yang optimal
openaire  

Impedance Analysis of Electrochemical Systems

Chemical Reviews, 2022
Vincent Vivier, Mark E Orazem
exaly  

Detection methods for stochastic gravitational-wave backgrounds: a unified treatment

Living Reviews in Relativity, 2017
Joseph D Romano, Neil Cornish
exaly  

A stochastic agent-based model of the SARS-CoV-2 epidemic in France

Nature Medicine, 2020
Nicolas Hoertel, Carlos Blanco, Frédéric Limosin   +2 more
exaly