Pages that link to "Item:Q3873863"

The following pages link to Stochastic Dominance and Moments of Distributions (Q3873863):

Displaying 31 items.

• Mean-variance and expected utility: the Borch paradox (Q252755) (← links)
• Third-degree stochastic dominance and random variables (Q373798) (← links)
• Moment conditions for almost stochastic dominance (Q485560) (← links)
• Stochastic dominance equilibria in two-person noncooperative games (Q857571) (← links)
• Almost stochastic dominance and stocks for the long run (Q953451) (← links)
• Some consequences of correlation aversion in decision science (Q993723) (← links)
• Some remarks on Lorenz ordering-preserving functionals (Q998888) (← links)
• Risk preference modeling with conditional average: An application to portfolio optimization (Q1026538) (← links)
• Continua of stochastic dominance relations for unbounded probability distributions (Q1147613) (← links)
• Simplest cases of nth-degree stochastic dominance (Q1165754) (← links)
• A note on convex stochastic dominance (Q1285738) (← links)
• The coefficient of variation, stochastic dominance and inequality: A new interpretation (Q1285745) (← links)
• From stochastic dominance to mean-risk models: Semideviations as risk measures (Q1610125) (← links)
• Variability orders and mean differences (Q1807831) (← links)
• A note on stochastic dominance and inequality measures (Q1824538) (← links)
• A new foundation for the mean-variance analysis (Q1827662) (← links)
• Central moments, stochastic dominance, moment rule, and diversification with an application (Q2112856) (← links)
• Monads, partial evaluations, and rewriting (Q2133473) (← links)
• Adversarial risk analysis under partial information (Q2189943) (← links)
• Bi-directional dominance for measure modeled uncertainty (Q2195324) (← links)
• Weighted discounting -- on group diversity, time-inconsistency, and consequences for investment (Q2211478) (← links)
• Stochastic dominance relations for generalised parametric distributions obtained through composition (Q2221222) (← links)
• The family of alpha,[a,b] stochastic orders: risk vs. expected value (Q2237883) (← links)
• Stochastic order on metric spaces and the ordered Kantorovich monad (Q2309111) (← links)
• An interpretation of the condition for precautionary saving: the case of greater higher-order interest rate risk (Q2326186) (← links)
• Theoretical and semantic distinctions of fuzzy, possibilistic, and mixed fuzzy/possibilistic optimization (Q2455527) (← links)
• On extending the LP computable risk measures to account downside risk (Q2574063) (← links)
• Extending the MAD portfolio optimization model to incorporate downside risk aversion (Q2741214) (← links)
• A simple proof of Fishburn’s moments theorem (Q3359478) (← links)
• Dual Moments and Risk Attitudes (Q5095143) (← links)
• A Risk Approach by Credibility Theory (Q5216860) (← links)