Almost stochastic dominance for most risk-averse decision makers

DOI10.1287/DECA.2019.0402MaRDI QIDQ5120280zbMATH OpenOpenAlexFDO

Authors Chunling Luo, Chin-Hon Tan

Publication date 9 September 2020

Published in Decision Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/deca.2019.0402

zbMATH Keywords

utilitypreferencemean-variancerisk aversionprobability distributionalmost stochastic dominance

Mathematics Subject Classification ID

Management decision making, including multiple objectives (90B50)

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Cites work

• scientific article; zbMATH DE number 3084669 (Why is no real title available?)
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• Almost stochastic dominance and stocks for the long run
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• Economically relevant preferences for all observed epsilon
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• Generalized almost stochastic dominance
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• Mean-Variance Tradeoffs in an Undiscounted MDP
• Mean-variance trade-offs in supply contracts
• Parameter-Free Elicitation of Utility and Probability Weighting Functions
• Preferred by ``all and preferred by ``most decision makers: almost stochastic dominance
• Second Degree Stochastic Dominance with Respect to a Function
• State of the Art—Utility Assessment Methods
• Stochastic shortest path problems with piecewise-linear concave utility functions
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• Supply chain risk analysis with mean-variance models: a technical review

Cited in

(13)

• scientific article; zbMATH DE number 4087375 (Why is no real title available?)
• A note on almost stochastic dominance
• Comparison of the valuations of alternatives based on cumulative prospect theory and almost stochastic dominance
• Revisiting generalized almost stochastic dominance
• A comparison of five models that predict violations of first-order stochastic dominance in risky decision making
• Railway disruption management: designing bus bridging services under uncertainty
• Tractable almost stochastic dominance
• Almost stochastic dominance under inconsistent utility and loss functions
• Characterizations on almost stochastic dominance revisited
• Generalized almost stochastic dominance
• Preferred by ``all and preferred by ``most decision makers: almost stochastic dominance
• Moment conditions for almost stochastic dominance
• Stochastic Dominance

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