Pages that link to "Item:Q5576707"
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The following pages link to The Efficiency Analysis of Choices Involving Risk (Q5576707):
Displayed 50 items.
- Increasing uncertainty: a definition (Q557952) (← links)
- Portfolio choice under noisy asset returns (Q673303) (← links)
- Insurance and decision-taking (Q673565) (← links)
- Multivariate decision-making (Q787829) (← links)
- Increasing risk and equilibrium under uncertainty (Q791427) (← links)
- Stochastic dominance and parameter estimation: The case of symmetric stable distributions (Q796197) (← links)
- Risk-aversely efficient random variables: Characterization and an application to growth under uncertainty (Q799464) (← links)
- A note on Bernoulli's principle and probability dominance (Q801781) (← links)
- The timing of annuitization: Investment dominance and mortality risk (Q865617) (← links)
- Relaxations of linear programming problems with first order stochastic dominance constraints (Q867928) (← links)
- Risk aversion and optimal forest replanting: a stochastic efficiency study (Q877658) (← links)
- Stochastic dominance and mean-variance measures of profit and loss for business planning and investment (Q881544) (← links)
- Supermodularity and the comparative statics of risk (Q883203) (← links)
- Preferences over location-scale family (Q943343) (← links)
- Almost stochastic dominance and stocks for the long run (Q953451) (← links)
- Stochastic dominance theory for location-scale family (Q955475) (← links)
- Efficiency analysis of deductible insurance policies (Q1054108) (← links)
- The comparative statics of cumulative distribution function changes for the class of risk averse agents (Q1054620) (← links)
- Instrument-dependent randomness and increases in risk (Q1074484) (← links)
- Stochastic dominance: A bibliographical rectification and a restatement of Whitmore's theorem (Q1085764) (← links)
- Expectation dependence of random variables, with an application in portfolio theory (Q1085766) (← links)
- Ordinal Bayesian incentive compatible representations of committees (Q1106706) (← links)
- Instrument effects and stochastic dominance (Q1118313) (← links)
- The search for information -- a patient perspective on multiple opinions (Q1127117) (← links)
- On the theory of risk aversion and the theory of risk (Q1136595) (← links)
- Approximating the admissible set in stochastic dominance (Q1147066) (← links)
- Probability dominance in random outcomes (Q1148773) (← links)
- Efficient random variables (Q1219768) (← links)
- Binary choice probabilities between gambles: Interlocking expected utility models (Q1234644) (← links)
- Continua of stochastic dominance relations for bounded probability distributions (Q1235927) (← links)
- The definition of risk: An extension (Q1240646) (← links)
- Choice among distributions (Q1241156) (← links)
- Stochastic specification of production functions and economic implications (Q1246239) (← links)
- An empirical analysis of term premiums using significance tests for stochastic dominance (Q1275121) (← links)
- The interface between OR/MS and decision theory (Q1278803) (← links)
- Mean-risk analysis of risk aversion and wealth effects on optimal portfolios with multiple investment opportunities (Q1313151) (← links)
- Univariate and multivariate measures of risk aversion and risk premiums (Q1313163) (← links)
- Production decisions in case of monotone likelihood ratio shifts of cumulative distribution functions (Q1323598) (← links)
- Stress caused by waiting: A theoretical evaluation of a mathematical model (Q1374069) (← links)
- Financial returns and efficiency as seen by an artificial technical analyst (Q1583318) (← links)
- Safety-first analysis and stable Paretian approach to portfolio choice theory (Q1600526) (← links)
- From stochastic dominance to mean-risk models: Semideviations as risk measures (Q1610125) (← links)
- Four notions of mean-preserving increase in risk, risk attitudes and applications to the rank-dependent expected utility model (Q1764792) (← links)
- Stochastic dominance in multi sampling environments (Q1813937) (← links)
- Multiattribute utility functions, partial information on coefficients, and efficient choice (Q1814247) (← links)
- Characterizing the efficient set when preferences are state-dependent (Q1821674) (← links)
- Convex stochastic dominance with finite consequence sets (Q1846801) (← links)
- Path comparisons for a priori and time-adaptive decisions in stochastic, time-varying networks (Q1869511) (← links)
- Preference and veto thresholds in multicriteria analysis based on stochastic dominance (Q1876129) (← links)
- Invariant risk attitudes (Q1877159) (← links)