Market Efficiency of Oil Spot and Futures: A Stochastic Dominance Approach [PDF]
This paper examines the market efficiency of oil spot and futures prices by using a stochastic dominance (SD) approach. As there is no evidence of an SD relationship between oil spot and futures, we conclude that there is no arbitrage opportunity between
Lean, H.H., McAleer, M.J., Wong, W-K.
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Interval-based stochastic dominance: theoretical framework and application to portfolio choices. [PDF]
Ann Oper Res, 2021 Liu J, Chen Z, Consigli G.
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Risk measurement with the equivalent utility principles. [PDF]
Risk measures have been studied for several decades in the actuarial literature, where they appeared under the guise of premium calculation principles. Risk measures and properties that risk measures should satisfy have recently received considerable at-
Denuit, M +4 more
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A cloud-based multi-criteria decision-making framework for green-resilient supplier selection of manufacturing industry. [PDF]
PLoS OneYang J, Geng X, Zhang Y.
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An IT2FS-PT 3 based emergency response plan evaluation with MULTIMOORA method in group decision making. [PDF]
Appl Soft Comput, 2022 Qin J, Ma X.
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STOCHASTIC EFFICIENCY ANALYSIS OF ALTERNATIVE BASIC MAIZE MARKETING STRATEGIES [PDF]
The use of modern marketing strategies to minimize risk exposure is not a widely adopted practice under maize producers. The producers tend to use high risk strategies which include the selling of the crop on the cash market after harvested; while the ...
Grove, Bennie +3 more
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Bidirectional modulation of reward-guided decision making by dopamine. [PDF]
Psychopharmacology (Berl)Dias Maile AA +6 more
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Risky choice: Probability weighting explains independence axiom violations in monkeys. [PDF]
J Risk Uncertain, 2022 Ferrari-Toniolo S, Seak LCU, Schultz W.
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Stochastic heuristics for decisions under risk and uncertainty. [PDF]
Front PsycholSpiliopoulos L, Hertwig R.
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A Parametric Analysis of Prospect Theory's Functionals for the General Population [PDF]
This paper presents the results of an experiment that completely measures the utility function and probability weighting function for different positive and negative monetary outcomes, using a representative sample of N = 1935 from the general public ...
Booij, Adam S. +2 more
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