Results 71 to 80 of about 111,672 (179)
Statistical inference for a relaxation index of stochastic dominance under density ratio model. [PDF]
J Appl Stat, 2022 Zhuang W, Li Y, Qiu G.
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Probabilistic choice and stochastic dominance [PDF]
Economic Theory, 2008 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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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
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Stochastic multi-criteria decision-making: an overview to methods and applications
Beni-Suef University Journal of Basic and Applied Sciences, 2019 Background The alternatives selection problem with multi-criteria in stochastic form variables is called as stochastic multi-criteria decision-making. The stochasticity of the criteria is considered using stochastic dominance, prospect theory, and regret
Erkan Celik +3 more
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Stochastic Dominance Analysis of iShares [PDF]
Country indices as represented by iShares exhibit non-normal return distributions with both skewness and kurtosis. Davidson and Duclos (2000) and Memmel (2003) provide procedures for determining the statistical significance of stochastic dominance ...
Dominic Gasbarro +2 more
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Stochastic dominance, regret dominance and regret-theoretic dominance
EURO Journal on Decision Processes, 2013 It is well known that stochastic dominance alone is insufficient for ensuring preferences when individuals experience regret. In this paper, we study two additional notions of dominance: (a) regret-theoretic dominance, which characterizes preferences in regret theory and (b) regret dominance, which characterizes preferences in mean-risk models with ...
Chin Hon Tan, Joseph C. Hartman
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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
Multivariate Discrete First Order Stochastic Dominance [PDF]
This paper characterizes the principle of first order stochastic dominance in a multivariate discrete setting. We show that a distribution f first order stochastic dominates distribution g if and only if f can be obtained from g by iteratively shifting ...
Finn Tarp, Lars Peter Østerdal
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Evaluating hedge fund performance: a stochastic dominance approach [PDF]
, 2007 We introduce a general and flexible framework for hedge fund performance evaluation and asset allocation: stochastic dominance (SD) theory. Our approach utilizes statistical tests for stochastic dominance to compare the returns of hedge funds.
Li, Sheng, Linton, Oliver
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Spatial Comparisons of Poverty and Inequality in Living Standards in Malawi [PDF]
The paper looks at poverty and inequality across areas in Malawi. The focus is on both monetary (consumption) and non monetary (health and education) dimensions of well being.
Mussa, Richard
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