Keyword: stochastic dominance

Found 13 papers in total
Non‐differentiable transformations preserving stochastic dominance
Non‐differentiable transformations preserving stochastic dominance
2013,
In this paper, we solve the following problem: when does a stochastic improvement in...
Compromise programming with Tchebycheff norm for discrete stochastic orders
Compromise programming with Tchebycheff norm for discrete stochastic orders
2013,
This paper presents a method of decision making with returns in the form of discrete...
Revisiting Almost Second‐Degree Stochastic Dominance
Revisiting Almost Second‐Degree Stochastic Dominance
2013,
Leshno and Levy (2002) established almost stochastic dominance to reveal preferences...
Are Options on Index Futures Profitable for Risk-Averse Investors? Empirical Evidence
Are Options on Index Futures Profitable for Risk-Averse Investors? Empirical Evidence
2011,
American options on the S&P 500 index futures that violate the stochastic...
Dominance rules in combinatorial optimization problems
Dominance rules in combinatorial optimization problems
2011,
The aim of this paper is to study the concept of a ‘dominance rule’ in the...
Stochastic dominance of portfolio insurance strategies
Stochastic dominance of portfolio insurance strategies
2011,
The purpose of this article is to analyze and compare two standard portfolio insurance...
A test for the bidirectional stochastic order with an application to quality control theory
A test for the bidirectional stochastic order with an application to quality control theory
2011,
A test for the bidirectional stochastic ordering is developed in this paper. The main...
Modifying the Mean-Variance Approach to Avoid Violations of Stochastic Dominance
Modifying the Mean-Variance Approach to Avoid Violations of Stochastic Dominance
2010,
The mean-variance approach is an influential theory of decision under risk proposed by...
Bivariate stochastic dominance and substitute risk-(in)dependent utilities
Bivariate stochastic dominance and substitute risk-(in)dependent utilities
2010,
In this paper, we show that, despite their rigid analytical form, substitute...
Lexicographic order preservation and stochastic dominance
Lexicographic order preservation and stochastic dominance
1995,
Stochastic dominance concerns conditions on outcome probabilities that are necessary...
Stochastic dominance with nonadditive probabilities
Stochastic dominance with nonadditive probabilities
1993,
Choquet expected utility which uses capacities (i.e. nonadditive probability measures)...
Ordinal data in multicriteria decision making. A stochastic dominance approach to siting nuclear power plants
Ordinal data in multicriteria decision making. A stochastic dominance approach to siting nuclear power plants
1992,
This paper addresses decision problems with ordinal data (weights, criterion scores)....
A strong dominance for games lacking in core or in stable sets
A strong dominance for games lacking in core or in stable sets
1988,
The problem of empty core has been remedied by extensions based on relaxations of the...
Papers per page: