Results 101 to 110 of about 842,985 (247)
Testing for Third-Order Stochastic Dominance with Diversification Possibilities [PDF]
We derive an empirical test for third-order stochastic dominance that allows fordiversification between choice alternatives. The test can be computed usingstraightforward linear programming.
Post, G.T.
core
Processing second-order stochastic dominance models using cutting-plane representations [PDF]
, 2011 This is the post-print version of the Article. The official published version can be accessed from the links below. Copyright @ 2011 Springer-VerlagSecond-order stochastic dominance (SSD) is widely recognised as an important decision criterion in ...
Mitra, G, Fabian, CI, Roman, D
core +1 more source
Stochastic Efficiency Analysis of Community-Supported Agriculture Core Management Options
Journal of Agricultural and Resource Economics, 2001 The continued decline in both the number of and the acreage in small-scale farms and rural communities, as well as food safety and environmental concerns, has heightened interest in the community-supported agriculture (CSA) concept.
Njundu Sanneh +2 more
doaj +1 more source
Advanced Functional Materials, EarlyView.Liquid–liquid interface assembly enables the fabrication of solution‐processed MoS2 and WSe2 centimeter‐scale, nanometer‐thick type‐II heterostructures on paper. Interfacial charge separation and hopping‐limited recombination produce rectification and persistent photocharge retention at zero bias.
Aniello Pelella +11 more
wiley +1 more source
A Stochastic Dominance Approach to Spanning [PDF]
We develop a Stochastic Dominance methodology to analyze if new assets expand theinvestment possibilities for rational nonsatiable and risk-averse investors.
Post, G.T.
core
Pseudo Stochastic Dominance. Applications Cuasi dominancia estocástica. Aplicaciones
Revista Colombiana de Estadística, 2011 The aim of this work is to show that on certain ocasions classic decision rules used in the context of options (Stochastic Dominance criteria and Mean-Variance rules) do not provide a selection of one specific option over the other, therefore, the need ...
ELENA ALMARAZ-LUENGO
doaj
Enhancing Portfolio Decarbonization Through SensitivityVaR and Distorted Stochastic Dominance
RisksRecent trends in portfolio management emphasize the importance of reducing carbon footprints and aligning investments with sustainable practices. This paper introduces Sensitivity Value-at-Risk (SensitivityVaR), an advanced distortion risk measure that ...
Aniq Rohmawati +3 more
doaj +1 more source
Bioinspired Adaptive Sensors: A Review on Current Developments in Theory and Application
Advanced Materials, EarlyView.This review comprehensively summarizes the recent progress in the design and fabrication of sensory‐adaptation‐inspired devices and highlights their valuable applications in electronic skin, wearable electronics, and machine vision. The existing challenges and future directions are addressed in aspects such as device performance optimization ...
Guodong Gong +12 more
wiley +1 more source
Stochastic Dominance Portfolio Analysis of Forestry Assets [PDF]
We consider the forestry decision-making and harvesting problem from the perspective of financial portfolio management, where harvestable forest stands constitute one of the liquid assets of the portfolio.
& Timo Kuosmanen, V.-P. Heikkinen
core
An Upper Partial Moment Framework for Pathfinding Problem Under Travel Time Uncertainty
SystemsRoute planning under uncertain traffic conditions requires accounting for not only expected travel times but also the risk of late arrivals. This study proposes a mean-upper partial moment (MUPM) framework for pathfinding that explicitly considers travel
Xu Zhang, Mei Chen
doaj +1 more source