Stochastic dominance

Results: 56



#Item
31Statistics / Economics / Behavioral finance / Expected utility hypothesis / Allais paradox / Stochastic dominance / Preference / Lottery / Ellsberg paradox / Utility / Decision theory / Game theory

Allais, Ellsberg, and Preferences for Hedging∗ Mark Dean† and Pietro Ortoleva‡ May[removed]Abstract

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Source URL: www.econ.brown.edu

Language: English - Date: 2014-06-13 13:26:07
32Financial economics / Mathematical finance / Utility / Investment / Linear regression / Hyperbolic absolute risk aversion / Marginal conditional stochastic dominance / Mutual fund separation theorem / Modern portfolio theory / Statistics / Economics / Finance

THE JOURNAL OF FINANCE • VOL. LXI, NO. 5 • OCTOBER[removed]Dynamic Portfolio Selection by Augmenting the Asset Space MICHAEL W. BRANDT and PEDRO SANTA-CLARA∗ ABSTRACT

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Source URL: docentes.fe.unl.pt

Language: English - Date: 2006-10-06 00:09:48
33Management / Economics / Expected utility hypothesis / Game theory / Microeconomics / Risk / Preference / Choice modelling / Stochastic dominance / Decision theory / Utility / Ethics

Submitted to Quantitative Economics Response Mode and Stochastic Choice Together Explain Preference Reversals Sean M. Collins and Duncan James

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Source URL: qeconomics.org

Language: English - Date: 2014-12-17 19:25:34
34Statistics / Matrices / Mathematical optimization / Pareto efficiency / Stochastic dominance / Economics / Stochastic matrix / Utility / Core / Decision theory / Game theory / Mathematics

Onur Kesten Morimitsu Kurino Alexander Nesterov Efficient Lottery Design

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Source URL: bibliothek.wzb.eu

Language: English - Date: 2015-02-11 05:42:25
35Management / Economics / Expected utility hypothesis / Game theory / Microeconomics / Risk / Preference / Choice modelling / Stochastic dominance / Decision theory / Utility / Ethics

Submitted to Quantitative Economics Response Mode and Stochastic Choice Together Explain Preference Reversals Sean M. Collins and Duncan James

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Source URL: www.qeconomics.org

Language: English - Date: 2014-12-17 19:25:34
36Choice modelling / Choice set / Preference / Discrete choice / Stochastic dominance / Rational choice theory / Decision making / Choice / Utility / Decision theory / Economics / Knowledge

Microsoft Word - ITLS-WP[removed]Cover

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Source URL: sydney.edu.au

Language: English - Date: 2014-05-15 03:08:18
37Economics / Finance / Financial risk / Constraint / Marginal conditional stochastic dominance / Portfolio optimization / Investment management / Financial economics / Investment / Mathematical optimization

Constraint Attribution Constraint Attribution Robert A. Stubbs Dieter Vandenbussche

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Source URL: axioma.com

Language: English
38Economics / Portfolio optimization / Marginal conditional stochastic dominance / Mathematical optimization / Performance attribution / Financial economics / Investment / Finance

Axioma Research Paper No. 014 October, 2009 Constraint Attribution Robert A. Stubbs Vice President, Research

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Source URL: axioma.com

Language: English
39Economics / Statistics / Game theory / Expected utility hypothesis / Allais paradox / Risk aversion / Rank-dependent expected utility / Preference / Stochastic dominance / Utility / Decision theory / Behavioral finance

Cautious Expected Utility and the Certainty Effect∗ Simone Cerreia-Vioglio† David Dillenberger‡ Pietro Ortoleva§

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Source URL: www.econ.upf.edu

Language: English - Date: 2014-10-13 03:33:13
40Nash equilibrium / Correlated equilibrium / Best response / Stackelberg competition / Strategic dominance / Bargaining problem / Strategy / Outcome / Extensive-form game / Game theory / Problem solving / Economics

Computing Optimal Strategies to Commit to in Stochastic Games Joshua Letchford1 and Liam MacDermed2 and Vincent Conitzer1 and Ronald Parr1 and Charles L. Isbell2 1 Duke University, Department of Computer Science, Durham,

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Source URL: www.cc.gatech.edu

Language: English - Date: 2013-04-16 11:50:53
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