Preferred by “All” and Preferred by “Most” Decision Makers: Almost Stochastic Dominance

From MaRDI portal
Publication:3114801

DOI10.1287/mnsc.48.8.1074.169zbMath1232.90224OpenAlexW2137689207MaRDI QIDQ3114801

Haim Levy, Moshe Leshno

Publication date: 19 February 2012

Published in: Management Science (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/71e8e5b67b9d61291a6fcdd9537a180c3eab2ee5




Related Items (55)

METRIZATION OF STOCHASTIC DOMINANCE RULESStatistical inference for a relaxation index of stochastic dominance under density ratio modelSTOCHASTIC DOMINANCE: CONVEXITY AND SOME EFFICIENCY TESTSGeneralized Almost Stochastic DominanceTechnical Note—Ranking Distributions When Only Means and Variances Are KnownExtreme points of Lorenz and ROC curves with applications to inequality analysisAlmost Lorenz dominanceFurther properties of fractional stochastic dominanceNonmonotonic risk preferences over lottery comparisonEnhanced indexing for risk averse investors using relaxed second order stochastic dominancePartial stochastic dominance via optimal transportStochastic dominance based comparison for system selectionOptimal privatization portfolios in the presence of arbitrary risk aversionSecond-order stochastic dominance constrained portfolio optimization: theory and computational testsOptimization with Reference-Based Robust Preference ConstraintsAlmost expectation and excess dependence notionsAre rich people smarter?Fractional-degree expectation dependenceA corrected Clarke test for model selection and beyondProfitability and risk profile of reverse mortgages: a cross-system and cross-plan comparisonFinancial analysis based sectoral portfolio optimization under second order stochastic dominanceThe SMAA-TWD model: a novel stochastic multi-attribute three-way decision with interrelated attributes in triangular fuzzy information systemsOn the asymptotic distribution of (generalized) Lorenz transvariation measuresDistorted stochastic dominance: a generalized family of stochastic ordersAlmost Stochastic Dominance for Most Risk-Averse Decision MakersTractable almost stochastic dominanceBivariate almost stochastic dominanceA note on almost stochastic dominanceAdaptive decision making via entropy minimizationMoment conditions for almost stochastic dominanceLess is more: increasing retirement gains by using an upside terminal wealth constraintStocks for the log-run and constant relative risk aversion preferencesThe family of alpha,[a,b stochastic orders: risk vs. expected value] ⋮ An almost robust model for minimizing disruption exposures in supply systemsAlmost stochastic dominance and stocks for the long runModels for the assessment of treatment improvement: the ideal and the feasibleOn exact and approximate stochastic dominance strategies for portfolio selectionStochastic dominance via quantile regression with applications to investigate arbitrage opportunity and market efficiencyHigher-degree stochastic dominance optimality and efficiencyOperational asymptotic stochastic dominanceStochastic dominance statistics for risk averters and risk seekers: an analysis of stock preferences for USA and ChinaAlmost stochastic dominance under inconsistent utility and loss functionsEconomically relevant preferences for all observed epsilonMaximum excess dominance: identifying impractical solutions in linear problems with interval coefficientsGray wolf optimization algorithm for multi-constraints second-order stochastic dominance portfolio optimizationWeighted Almost Stochastic Dominance: Revealing the Preferences of Most Decision Makers in the St. Petersburg ParadoxClear Preferences Under Partial Distribution InformationRevisiting generalized almost stochastic dominanceIndex tracking with utility enhanced weightingMaking socioeconomic health inequality comparisons when health concentration curves intersectInterval-based stochastic dominance: theoretical framework and application to portfolio choicesAn inter-temporal CAPM based on first order stochastic dominanceRisk Arbitrage Opportunities for Stock Index OptionsOn the construction of a feasible range of multidimensional poverty under benchmark weight uncertaintyGeneral linear formulations of stochastic dominance criteria




This page was built for publication: Preferred by “All” and Preferred by “Most” Decision Makers: Almost Stochastic Dominance