Results 41 to 50 of about 111,672 (179)
Testing for Stochastic Dominance Efficiency [PDF]
SSRN Electronic Journal, 2005 We consider consistent tests for stochastic dominance efficiency at any order of a given portfolio with respect to all possible portfolios constructed from a set of assets. We justify block bootstrap approaches to achieve valid inference in a time series setting.
Scaillet, Olivier, Topaloglou, Nikolas
openaire +5 more sources
ANALISA RISIKO PILIHAN POLA TANAM =risk analysis of cropping system choice
Agro Ekonomi, 2016 The research aimed to find out the risk of cropping system choice, farmers preference and affecting factors of it. Research has been done by survey in Sabrang Wetan Hamlet, Wukirsari Village, Cangkringan Sub-district, Sleman Regency to 46 farmers who ...
Adi Widiyanto +2 more
doaj +1 more source
Stochastic orderings induced by star-shaped functions
International Journal of Mathematics and Mathematical Sciences, 1991 The non-decreasing functions whicl are star-shaped and supported above at each point of a non-empty closed proper subset of the real line induce an ordering, on the class of distribution functions with finite first moments, that is strictly weaker than ...
Henry A. Krieger
doaj +1 more source
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
doaj +1 more source
Jurnal Analisis Bisnis Ekonomi, 2016 Penelitian ini menerapkan secara langsung Capital Asset Pricing Model (CAPM) dan stochastic dominance untuk memecahkan masalah pemilihan portofolio. Adapun tujuan dari penelitian ini adalah untuk mengetahui perbedaan tingkat return dan risiko portofolio ...
Lilik Andriyani +2 more
doaj
Stochastic Dominance in Wheat Variety Development and Release Strategies
Journal of Agricultural and Resource Economics, 2004 Variety development and release decisions involve tradeoffs between yields and characteristics valued by end-users, as well as uncertainties about agronomic, quality, and economic variables.
Bruce L. Dahl +2 more
doaj +1 more source
Testing for Infinite Order Stochastic Dominance with Applications to Finance, Risk and Income Inequality [PDF]
, 2004 The authors develop a test of infinite degree stochastic dominance based on the use of the empirical moment generating function. Two applications are considered.
Knight, John, Satchell, Stephen E.
core +1 more source
Comparative yield risk calculations of sour cherry and pear varieties regarding risk aversion
Apstract: Applied Studies in Agribusiness and Commerce, 2012 Fruit production in the world is increasing continuously. Though in the past few years China and some South-American countries have extended their fruit producing areas, Europe remains to be one of the greatest fruit producers in the world. In the middle
Szilvia Persely +2 more
doaj +1 more source
Stochastic domination and comb percolation
Electronic Journal of Probability, 2014 21 ...
Holroyd, Alexander, Martin, James
openaire +3 more sources
Posterior Probabilities of Dominance for Wealth Distributions
EconometricsProbability distributions, which are typically used to describe income distributions, are not suitable to describe a population’s distribution of wealth because of the existence of negative observations and a large concentration of values close to zero ...
William Griffiths +1 more
doaj +1 more source