Pages that link to "Item:Q4093205"
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The following pages link to Simplifying the Choice between Uncertain Prospects Where Preference is Nonlinear (Q4093205):
Displaying 17 items.
- Prospect and Markowitz stochastic dominance (Q665805) (← links)
- How noise affects effort in tournaments (Q785535) (← links)
- Stochastic dominance and mean-variance measures of profit and loss for business planning and investment (Q881544) (← links)
- Stochastic dominance theory for location-scale family (Q955475) (← links)
- Would a risk-averse newsvendor order less at a higher selling price? (Q1027539) (← links)
- Utility theory (Q1141573) (← links)
- Central moments, stochastic dominance, moment rule, and diversification with an application (Q2112856) (← links)
- Third party funding: the minimum claim value (Q2242322) (← links)
- Expected utility and the Siegel paradox: A generalization (Q2366129) (← links)
- A model of comparative statics for changes in stochastic returns with dependent risky assets (Q2564617) (← links)
- Multivariate stochastic dominance for risk averters and risk seekers (Q2826666) (← links)
- Stochastic Monotonicity of the Mean-CVaRs and Their Applications to Inventory Systems with Stockout Cost: A Transformation Approach (Q3305577) (← links)
- Implications of constant risk aversion (Q3920947) (← links)
- On the relative efficiency of nth order and DARA stochastic dominance rules (Q4541549) (← links)
- Stochastic dominance statistics for risk averters and risk seekers: an analysis of stock preferences for USA and China (Q4683105) (← links)
- DISTORTION RISK MEASURES, AMBIGUITY AVERSION AND OPTIMAL EFFORT (Q5419643) (← links)
- Random utility models with ordered types and domains (Q6175526) (← links)
