Pages that link to "Item:Q5576707"

The following pages link to The Efficiency Analysis of Choices Involving Risk (Q5576707):

Displaying 50 items.

• The comparative statics of cumulative distribution function changes for the class of risk averse agents (Q1054620) (← links)
• Instrument-dependent randomness and increases in risk (Q1074484) (← links)
• Stochastic dominance: A bibliographical rectification and a restatement of Whitmore's theorem (Q1085764) (← links)
• Expectation dependence of random variables, with an application in portfolio theory (Q1085766) (← links)
• Ordinal Bayesian incentive compatible representations of committees (Q1106706) (← links)
• Instrument effects and stochastic dominance (Q1118313) (← links)
• The search for information -- a patient perspective on multiple opinions (Q1127117) (← links)
• On the theory of risk aversion and the theory of risk (Q1136595) (← links)
• Approximating the admissible set in stochastic dominance (Q1147066) (← links)
• Probability dominance in random outcomes (Q1148773) (← links)
• Efficient random variables (Q1219768) (← links)
• Binary choice probabilities between gambles: Interlocking expected utility models (Q1234644) (← links)
• Continua of stochastic dominance relations for bounded probability distributions (Q1235927) (← links)
• The definition of risk: An extension (Q1240646) (← links)
• Choice among distributions (Q1241156) (← links)
• Stochastic specification of production functions and economic implications (Q1246239) (← links)
• An empirical analysis of term premiums using significance tests for stochastic dominance (Q1275121) (← links)
• The interface between OR/MS and decision theory (Q1278803) (← links)
• Mean-risk analysis of risk aversion and wealth effects on optimal portfolios with multiple investment opportunities (Q1313151) (← links)
• Univariate and multivariate measures of risk aversion and risk premiums (Q1313163) (← links)
• Production decisions in case of monotone likelihood ratio shifts of cumulative distribution functions (Q1323598) (← links)
• Stress caused by waiting: A theoretical evaluation of a mathematical model (Q1374069) (← links)
• Financial returns and efficiency as seen by an artificial technical analyst (Q1583318) (← links)
• Safety-first analysis and stable Paretian approach to portfolio choice theory (Q1600526) (← links)
• From stochastic dominance to mean-risk models: Semideviations as risk measures (Q1610125) (← links)
• Sequential procurement auctions with risk-averse suppliers (Q1651022) (← links)
• Portfolio optimization based on stochastic dominance and empirical likelihood (Q1668578) (← links)
• A nonparametric quantity-of-quality approach to assessing financial asset return performance (Q1669870) (← links)
• Optimal privatization portfolios in the presence of arbitrary risk aversion (Q1681178) (← links)
• Second-order stochastic dominance constrained portfolio optimization: theory and computational tests (Q1681525) (← links)
• Profitability and risk profile of reverse mortgages: a cross-system and cross-plan comparison (Q1697248) (← links)
• Individual optimal pension allocation under stochastic dominance constraints (Q1703557) (← links)
• Variance stochastic orders (Q1736951) (← links)
• Indexing gamble desirability by extending proportional stochastic dominance (Q1753309) (← links)
• Higher-degree stochastic dominance optimality and efficiency (Q1753649) (← links)
• Stochastic dominance efficiency analysis of diversified portfolios: classification, comparison and refinements (Q1761828) (← links)
• Four notions of mean-preserving increase in risk, risk attitudes and applications to the rank-dependent expected utility model (Q1764792) (← links)
• Stochastic dominance in multi sampling environments (Q1813937) (← links)
• Multiattribute utility functions, partial information on coefficients, and efficient choice (Q1814247) (← links)
• Characterizing the efficient set when preferences are state-dependent (Q1821674) (← links)
• Convex stochastic dominance with finite consequence sets (Q1846801) (← links)
• Path comparisons for a priori and time-adaptive decisions in stochastic, time-varying networks (Q1869511) (← links)
• Preference and veto thresholds in multicriteria analysis based on stochastic dominance (Q1876129) (← links)
• Invariant risk attitudes (Q1877159) (← links)
• Density inference for ranking European research systems in the field of economics (Q1886289) (← links)
• Deductible insurance and production (Q1904991) (← links)
• Increasing risk, decreasing absolute risk aversion and diversification (Q1906057) (← links)
• On comparing equilibrium and optimum payoffs in a class of discrete bimatrix games (Q1964738) (← links)
• Exploring the robustness of country rankings by educational attainment (Q1987311) (← links)
• Second-order stochastic dominance for decomposable multiparametric families with applications to order statistics (Q1987673) (← links)