Pages that link to "Item:Q5576707"
From MaRDI portal
The following pages link to The Efficiency Analysis of Choices Involving Risk (Q5576707):
Displaying 50 items.
- Mean-variance and expected utility: the Borch paradox (Q252755) (← links)
- Optimal path problems with second-order stochastic dominance constraints (Q264233) (← links)
- The complexity of equilibria for risk-modeling valuations (Q284585) (← links)
- A new rank dependent utility approach to model risk averse preferences in portfolio optimization (Q286005) (← links)
- Risk averse decision making under catastrophic risk (Q297090) (← links)
- Profit criteria involving risk in price setting of virtual products (Q299913) (← links)
- On relations between DEA-risk models and stochastic dominance efficiency tests (Q301149) (← links)
- Weak orderings for intersecting Lorenz curves (Q339879) (← links)
- Nonparametric comparative revealed risk aversion (Q406421) (← links)
- Large deviations theorems for optimal investment problems with large portfolios (Q418070) (← links)
- Crossing points of distributions and a theorem that relates them to second order stochastic dominance (Q434713) (← links)
- Scenario-based portfolio selection of investment projects with incomplete probability and utility information (Q439347) (← links)
- Tractable almost stochastic dominance (Q439526) (← links)
- Currency returns, market regimes and behavioral biases (Q470660) (← links)
- Testing for central dominance: method and application (Q503582) (← links)
- Properties, formulations, and algorithms for portfolio optimization using mean-Gini criteria (Q513570) (← links)
- The mean-variance ratio test -- a complement to the coefficient of variation test and the Sharpe ratio test (Q553013) (← links)
- Increasing uncertainty: a definition (Q557952) (← links)
- Rothschild and Stiglitz's mean preserving: revisited (Q649154) (← links)
- The variability of male quality and female mate choice decisions: Second-order stochastic dominance and the behavior of searchers under a sequential search strategy (Q662579) (← links)
- Stock options and capital structure (Q665705) (← links)
- Portfolio choice under noisy asset returns (Q673303) (← links)
- Insurance and decision-taking (Q673565) (← links)
- Actualist rationality (Q719052) (← links)
- Semi-nonparametric test of second degree stochastic dominance with respect to a function (Q737880) (← 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)
- A numerical evaluation of meta-heuristic techniques in portfolio optimisation (Q839988) (← links)
- Endogenous participation risk in speculative markets (Q844708) (← 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)
- A computational intelligence method for solving a class of portfolio optimization problems (Q894382) (← links)
- Multivariate decisions with unknown price vector (Q902617) (← 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)
- Building a binary outranking relation in uncertain, imprecise and multi-experts contexts: the application of evidence theory (Q962938) (← links)
- Pure strategy Nash equilibria and the probabilistic prospects of Stackelberg players (Q969506) (← links)
- Economically relevant preferences for all observed epsilon (Q993717) (← links)
- Apportioning of risks via stochastic dominance (Q1017779) (← links)
- Use of stochastic and mathematical programming in portfolio theory and practice (Q1026547) (← links)
- Monotone imitation (Q1031835) (← links)
- Gains from diversification on convex combinations: a majorization and stochastic dominance approach (Q1044121) (← links)
- Efficiency analysis of deductible insurance policies (Q1054108) (← links)
