Stochastic dominance

Results: 56



#Item
11XTR / Probability space / Mathematics / Applied mathematics / Decision theory / Probability theory / Stochastic dominance

An Operational Measure of Riskiness Dean P. Foster University of Pennsylvania Sergiu Hart

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Source URL: www.ma.huji.ac.il

Language: English - Date: 2009-11-22 12:15:44
12Financial risk / Investment / Mathematical finance / Modern portfolio theory / Diversification / Marginal conditional stochastic dominance / Portfolio / Risk / Financial economics / Economics / Finance

Joint application of Cost-Utility Analysis and Modern Portfolio Theory to inform investment decision processes in a changing climate

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Source URL: www.mssanz.org.au

Language: English
13Calculus / Continuous function / Markov chain / Ergodic theory / Mathematics / Control theory / Itō diffusion / Μ operator / Mathematical analysis / Markov models / Stochastic differential equations

DOMINANCE THEOREMS AND ERGODIC PROPERTIES OF POLLING SYSTEMS1 S. G. Foss and N. I. Chernova We consider a class of polling systems with stationary ergodic input flow such that the control in a system obeys a certain rege

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Source URL: math.nsc.ru

Language: English - Date: 2005-09-16 03:23:50
14Finance / Modern portfolio theory / Rebalancing investments / Diversification / Asset allocation / Investment management / Sharpe ratio / Marginal conditional stochastic dominance / Portfolio / Financial economics / Investment / Economics

A Genetic Programming Approach to the Dynamic Portfolio Rebalancing Problem Vijay Karunamurthy E*trade Financial 4500 Bohnannon Dr. Menlo Park, CA 94024

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Source URL: www.genetic-programming.org

Language: English - Date: 2006-11-17 21:29:12
15Management / Prospect theory / Cumulative prospect theory / Expected utility hypothesis / Utility / Subjective expected utility / Risk / Decision making / Stochastic dominance / Decision theory / Statistics / Knowledge

The Journal of Risk and Uncertainty, 23:3; 281–298, 2001 © 2001 Kluwer Academic Publishers. Manufactured in The Netherlands. On the Intuition of Rank-Dependent Utility ENRICO DIECIDUE AND PETER P. WAKKER∗

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Source URL: people.few.eur.nl

Language: English - Date: 2015-03-11 05:16:03
16Statistics / Economics / Knowledge / Game theory / Risk / Expected utility hypothesis / Stochastic dominance / Prospect theory / Allais paradox / Decision theory / Utility / Behavioral finance

The Journal of Risk and Uncertainty, 29:3; 241–259, 2004 c 2004 Kluwer Academic Publishers. Manufactured in The Netherlands.  The Utility of Gambling Reconsidered ENRICO DIECIDUE

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Source URL: people.few.eur.nl

Language: English - Date: 2015-03-11 05:15:43
17Business / Likelihood function / Cumulative prospect theory / Stochastic dominance / Choquet integral / Expected utility hypothesis / Rank-dependent expected utility / Ambiguity aversion / Prospect theory / Decision theory / Statistics / Management

Journal of Risk and Uncertainty, 16:223–) © 1998 Kluwer Academic Publishers Revealed Likelihood and Knightian Uncertainty RAKESH SARIN The Anderson Graduate School of Management, UCLA, Los Angeles, CA

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Source URL: people.few.eur.nl

Language: English - Date: 2015-03-11 05:15:46
18Economics / Management / Behavioral finance / Consumer behaviour / Marketing / Expected utility hypothesis / Stochastic dominance / Allais paradox / Prospect theory / Decision theory / Utility / Statistics

Journal of Risk and Uncertainty, 9:1994 Kluwer Academic Publishers Comonotonic Independence: The Critical Test between Classical and Rank-Dependent Utility Theories

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Source URL: people.few.eur.nl

Language: English - Date: 2015-03-11 05:15:53
19Choquet integral / Functional analysis / Stochastic dominance / Probability theory / Probability / Measure / PP / Expected value / 22348 Schmeidler / Decision theory / Mathematics / Applied mathematics

Mathematical Social Sciences–196 www.elsevier.nl / locate / econbase Cumulative dominance and probabilistic sophistication Rakesh Sarin a , Peter P. Wakker b , * a

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Source URL: people.few.eur.nl

Language: English - Date: 2015-03-11 05:15:46
20Business / Mechanism design / Vickrey–Clarke–Groves auction / Stochastic dominance / Problem solving / Valuation / Auction / Decision theory / Vickrey auction / Game theory / Auctioneering / Auction theory

Proceedings Article Truthfulness and Stochastic Dominance with Monetary Transfers MARTIN HOEFER, Max-Planck-Institut f¨ur Informatik and Saarland University THOMAS KESSELHEIM, Cornell University ¨

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Source URL: people.mpi-inf.mpg.de

Language: English - Date: 2013-05-20 05:10:12
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