Research Bibliography—Stochastic Dominance: A Research Bibliography
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Publication:3941179
DOI10.1287/mnsc.28.6.698zbMath0482.90055OpenAlexW2001842060WikidataQ29999972 ScholiaQ29999972MaRDI QIDQ3941179
Publication date: 1982
Published in: Management Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/mnsc.28.6.698
Management decision making, including multiple objectives (90B50) Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming (90-02)
Related Items (26)
The short-run shutdown decision when output price and initial wealth are random ⋮ Preference and veto thresholds in multicriteria analysis based on stochastic dominance ⋮ STOCHASTIC DOMINANCE: CONVEXITY AND SOME EFFICIENCY TESTS ⋮ A test for second order stochastic dominance ⋮ Fraction-degree reference dependent stochastic dominance ⋮ The mass transfer approach to multivariate discrete first order stochastic dominance: direct proof and implications ⋮ Profitability and risk profile of reverse mortgages: a cross-system and cross-plan comparison ⋮ Crossing points of distributions and a theorem that relates them to second order stochastic dominance ⋮ Multivariate decision-making under risk aversion ⋮ First-order dominance: stronger characterization and a bivariate checking algorithm ⋮ Estimation of error probabilities in stochastic dominance ⋮ Risk behavior for gain, loss, and mixed prospects ⋮ Stochastic Monotonicity of the Mean-CVaRs and Their Applications to Inventory Systems with Stockout Cost: A Transformation Approach ⋮ Building a binary outranking relation in uncertain, imprecise and multi-experts contexts: the application of evidence theory ⋮ Stochastic dominance efficiency analysis of diversified portfolios: classification, comparison and refinements ⋮ Data-Based Dominance ⋮ Lorenz ranking of income distributions ⋮ Stochastic dominance with incomplete information on probabilities ⋮ Ordering risks: expected utility theory versus Yaari's dual theory of risk ⋮ SSB utility theory: An economic perspective ⋮ Stochastic dominance tests for ranking alternatives under ambiguity ⋮ Ergodic optimization in dynamical systems ⋮ Dominance in SSB utility theory ⋮ Optimization and majorization of invariant measures ⋮ A note on Bernoulli's principle and probability dominance ⋮ From stochastic dominance to mean-risk models: Semideviations as risk measures
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