Results 51 to 60 of about 111,672 (179)

On the existence of certainty equivalents of various relevant types

Journal of Applied Mathematics, 2003
We tackle the problem of associating certainty equivalents with preferences over stochastic situations, which arises in a number of different fields (e.g., the theory of risk attitudes or the analysis of stochastic cooperative games).
J. C. R. Alcantud, G. Bosi
doaj   +1 more source

Grower Response to Contracts and Risk in Genetically Modified (GM) Crops

Journal of Agricultural and Resource Economics, 2007
Contract strategies can resolve some of the challenges that exist for property rights conformance of genetically modified (GM) crops. The purpose of this research is to determine how contract terms impact adoption decisions related to GM grain production
William W. Wilson, Bruce L. Dahl, Brett J. Maxwell   +2 more
doaj   +1 more source

Comparison of the Valuations of Alternatives Based on Cumulative Prospect Theory and Almost Stochastic Dominance

Operations Research and Decisions, 2012
There are commonly accepted and objective decision rules, which are consistent with rationality, for example stochastic dominance rules. But, as can be seen in many research studies in behavioral economics, decision makers do not always act rationally ...
Ewa Michalska, Renata Dudzińska-Baryła
doaj  

The Performance of Stock Portfolios: Evidence from Analysing Malaysia Case, and Implication for Open Innovation

Journal of Open Innovation: Technology, Market and Complexity, 2020
This research examines the performance of the Islamic stock portfolio (ISP) and conventional stock portfolio (CSP) for the five industrial sectors and market in Malaysia.
Ariful Hoque, Sharmeen Rakhi, Kamrul Hassan, Thi Le   +3 more
doaj   +1 more source

Multivariate concave and convex stochastic dominance [PDF]

Stochastic dominance permits a partial ordering of alternatives (probability distributions on consequences) based only on partial information about a decision maker’s utility function.
DENUIT, Michel, EECKHOUDT, Louis, TSETLIN, Ilia, WINKLER, Robert L.   +3 more
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Weighted Mixed Regression Estimation Under Biased Stochastic Restrictions [PDF]

, 2007
The paper considers the construction of estimators of regression coefficients in a linear regression model when some stochastic and biased apriori information is available. Such apriori information is framed as stochastic restrictions.
---, Shalabh, Heumann, Christian
core   +1 more source

Convexification of Stochastic Ordering [PDF]

We consider sets defined by the usual stochastic ordering relation and by the second order stochastic dominance relation. Under fairy general assumptions we prove that in the space of integrable random variables the closed convex hull of the first set is
Andrzej Ruszczynski, Darinka Dentcheva
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Decomposition of s-Concentration Curves [PDF]

For any given order of stochastic dominance, standard concentration curves are decomposed into contribution curves corresponding to within-group inequalities, between-group inequalities, and transvariational inequalities.
Makdissi, Paul, Mussard, Stéphane
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Use of dominance analysis in selecting the best cropping technique based on long term agronomic experiments

Italian Journal of Agronomy, 2017
Yield averages and variability from three long-term agronomic experiments (LTAEs) have been used in a preference scheme for cropping system options by means of a dominance approach.
Giuliano Vitali, Loretta Triberti, Guido Baldoni   +2 more
doaj   +1 more source

Probabilistic Sophistication, Second Order Stochastic Dominance, and Uncertainty Aversion [PDF]

We study the interplay of probabilistic sophistication, second order stochastic dominance, and uncertainty aversion, three fundamental notions in choice under uncertainty.
Fabio Maccheroni, Luigi Montrucchio, Massimo Marinacci, Simone Cerreia-Vioglio   +3 more
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