Results 61 to 70 of about 111,672 (179)
Life cycle versus balanced funds: An emerging market perspective
South African Journal of Economic and Management Sciences, 2017 Background: Inadequate retirement savings is an international challenge. Additionally, individuals are not cognisant of how asset allocation choices ultimately impact retirement savings.
Elbie Louw +2 more
doaj +1 more source
SHADOW PRICE IMPLICATIONS OF SEVERAL STOCHASTIC DOMINANCE CRITERIA [PDF]
Stochastic dominance criteria can be, but seldom are explicitly, applied to problems having continuous variables. A previously developed model is modified to facilitate exploration of sets of shadow price vectors for decreasing (non-increasing) absolute ...
McCamley, Francis P., Rudel, Richard K.
core +1 more source
Stochastic Dominance and Opaque Sweetening [PDF]
Australasian Journal of Philosophy, 2017 ABSTRACTThis paper addresses the problem of opaque sweetening and argues that one should use stochastic dominance in comparing lotteries even when dealing with incomplete orderings that allow for non-comparable outcomes.
openaire +1 more source
Semiparametric modelling of two-component mixtures with stochastic dominance. [PDF]
Ann Inst Stat Math, 2023 Wu J, Abedin T, Zhao Q.
europepmc +1 more source
Downside Risk Efficiency Under Market Distress [PDF]
In moments of financial distress downside risk measures like lower partial moments are more appropriate than the standard variance to characterize risk. The goal of this paper is to study how to choose optimal portfolios in these periods.
Jesús Gonzalo, José Olmo
core
Stochastic dominance spanning and augmenting the human development index with institutional quality. [PDF]
Ann Oper Res, 2022 Pinar M, Stengos T, Topaloglou N.
europepmc +1 more source
Apportioning of Risks via Stochastic Dominance [PDF]
Consider a simple two-state risk with equal probabilities for the two states. In particular, assume that the random wealth variable Xi dominates Yi via ith-order stochastic dominance for i = M,N.
Harris Schlesinger +2 more
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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.
europepmc +1 more source
Two New Tests for the Relationships of Stochastic Dominance
AxiomsTo test the relationships of stochastic dominance, this paper firstly proposes two new consistent K-S-type statistics based on a quantile rule. Then, we consider their asymptotic properties.
Weiwei Zhuang, Haowei He, Guoxin Qiu
doaj +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