Pages that link to "Item:Q4174475"

The following pages link to Stochastic Dominance and the Maximization of Expected Utility (Q4174475):

Displaying 19 items.

• When can expected utility handle first-order risk aversion? (Q472207) (← links)
• The demand for a risky asset in the presence of a background risk (Q629340) (← links)
• Temporal risk and the nature of induced preferences (Q792197) (← links)
• Stochastic dominance and mean-variance measures of profit and loss for business planning and investment (Q881544) (← links)
• Multivariate decisions with unknown price vector (Q902617) (← links)
• Multivariate decision-making under risk aversion (Q910312) (← links)
• The sizes and powers of some stochastic dominance tests: A Monte Carlo study for correlated and heteroskedastic distributions (Q947918) (← links)
• Stochastic dominance theory for location-scale family (Q955475) (← links)
• Gains from diversification on convex combinations: a majorization and stochastic dominance approach (Q1044121) (← links)
• Stochastic dominance: A bibliographical rectification and a restatement of Whitmore's theorem (Q1085764) (← links)
• On the use of capacities in modeling uncertainty aversion and risk aversion (Q1177003) (← links)
• A note on dependence between a venture and a current prospect (Q1246370) (← links)
• Precautionary saving in the presence of labor income and interest rate risks (Q1934577) (← links)
• On the relationship between comparisons of risk aversion of different orders (Q2092787) (← links)
• Central moments, stochastic dominance, moment rule, and diversification with an application (Q2112856) (← links)
• SHARP BOUNDS ON THE DISTRIBUTION OF TREATMENT EFFECTS AND THEIR STATISTICAL INFERENCE (Q3577707) (← links)
• Testing for second order stochastic dominance (Q3700613) (← links)
• BALAYAGE MONOTONOUS RISK MEASURES (Q4662051) (← links)
• The Effect of Social Preferences on Sales and Operations Planning (Q5031629) (← links)