Results 21 to 30 of about 1,005,083 (338)
Portfolio Optimization by Stochastic Dominance Method in the Tehran Stock Exchange [PDF]
Muṭāli̒āt-i Mudīriyyat-i Ṣan̒atī, 2019 The formation of the optimum portfolio based on risk and return is one of the most important decisions of investors in financial markets, for which there are various methods.
Moslem Peymany Foroushany +3 more
doaj +1 more source
Entropy, 2017 Traditional stochastic dominance rules are so strict and qualitative conditions that generally a stochastic dominance relation between two alternatives does not exist.
Yunna Wu +4 more
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Conditional Stochastic Dominance Testing [PDF]
Journal of Business & Economic Statistics, 2013 This article proposes bootstrap-based stochastic dominance tests for nonparametric conditional distributions and their moments. We exploit the fact that a conditional distribution dominates the other if and only if the difference between the marginal joint distributions is monotonic in the explanatory variable at each value of the dependent variable ...
Escanciano, Juan Carlos +1 more
openaire +4 more sources
Violations of dominance in decision-making
Business Research, 2019 A key premise underlying most of the economic literature is that rational decision-makers will choose dominant strategies over dominated alternatives. However, prior literature in various disciplines including business, psychology, and economics document
Thomas Kourouxous, Thomas Bauer
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Service Process Problem-Solving Based on Flow Trimming
Applied Sciences, 2023 Since entering the era of the experience economy, consumers’ attention gradually turns toward gaining a pleasant service process experience. This study addresses the service process problem, aiming to discover the root cause of the service process ...
Bai Zhonghang, Lin Siyue, Zhang Xu
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A note on stochastic dominance, uniform integrability and lattice properties
Bulletin of the London Mathematical Society, 2020 In this work, we discuss completeness for the lattice orders of first and second order stochastic dominance. The main results state that both first‐ and second‐order stochastic dominance induce Dedekind super complete lattices, that is, lattices in which
M. Nendel
semanticscholar +1 more source
STOCHASTIC DOMINANCE ON FTSE INDEX
Studia Universitatis Babeş-Bolyai Negotia, 2019 Stochastic dominance is a method that refers to a set of relations, which may hold between a specific pair of distributions. However, the concept can be applied in many domains, but in particular in financial economic areas, where the considered ...
Ioan-Alin NISTOR +3 more
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Testing for Stochastic Dominance up to a Common Relative Poverty Line
Econometrics, 2020 Although a wide array of stochastic dominance tests exist for poverty measurement and identification, they assume the income distributions have independent poverty lines or a common absolute (fixed) poverty line.
Tahsin Mehdi
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Stochastic Cognitive Dominance Leading Particle Swarm Optimization for Multimodal Problems
Mathematics, 2022 Optimization problems become increasingly complicated in the era of big data and Internet of Things, which significantly challenges the effectiveness and efficiency of existing optimization methods.
Qiang Yang +6 more
semanticscholar +1 more source
Production efficiency in agriculture in Nigeria: Do migrant remittances matter? [PDF]
Ekonomika Poljoprivrede (1979), 2020 This paper investigates how remittances flow to Nigeria from household migrants affect farm production efficiency of the left behind in rural areas.
Odozi John Chiwuzulum +2 more
doaj +3 more sources