Quantile Maximization in Decision Theory*
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Publication:3406048
DOI10.1111/j.1467-937X.2009.00564.xzbMath1189.91053MaRDI QIDQ3406048
Publication date: 12 February 2010
Published in: Review of Economic Studies (Search for Journal in Brave)
Related Items (24)
Functional Sequential Treatment Allocation ⋮ Static and dynamic quantile preferences ⋮ Risk-robust mechanism design for a prospect-theoretic buyer ⋮ Risk Perception and Ambiguity in a Quantile Cumulative Prospect Theory ⋮ Bayesian robustness of the quantile loss in statistical decision theory ⋮ Median loss decision theory ⋮ Rationality of belief or: why Savage's axioms are neither necessary nor sufficient for rationality ⋮ Portfolio selection in quantile decision models ⋮ High-dimensional latent panel quantile regression with an application to asset pricing ⋮ One Axiom to Rule Them All: A Minimalist Axiomatization of Quantiles ⋮ Conditional quantiles: an operator-theoretical approach ⋮ Numerical solution of dynamic quantile models ⋮ Stock market's reaction to money supply: a nonparametric analysis ⋮ Interval scalability of rank-dependent utility ⋮ Quantile selection in non-linear GMM quantile models ⋮ Extreme events and entropy: a multiple quantile utility model ⋮ Equal-quantile rules in resource allocation with uncertain needs ⋮ \(P2q\) hierarchical decomposition algorithm for quantile optimization: application to irrigation strategies design ⋮ Ordinal aggregation and quantiles ⋮ Approximate models and robust decisions ⋮ Optimal payoff under the generalized dual theory of choice ⋮ AN AXIOMATIZATION OF QUANTILES ON THE DOMAIN OF DISTRIBUTION FUNCTIONS ⋮ Do people maximize quantiles? ⋮ Smoothed GMM for quantile models
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