Works matching DE "STOCHASTIC dominance"

Results: 583

On absolute socioeconomic health inequality comparisons.

Published in:

European Journal of Health Economics, 2023, v. 24, n. 1, p. 5, doi. 10.1007/s10198-022-01448-8

By:

Khaled, Mohamad A.;
Makdissi, Paul;
Yazbeck, Myra

Publication type:

Article

Basic Geometric Dispersion Theory of Decision Making Under Risk: Asymmetric Risk Relativity, New Predictions of Empirical Behaviors, and Risk Triad.

Published in:

Decision Analysis, 2021, v. 18, n. 1, p. 41, doi. 10.1287/deca.2019.0404

By:

Malakooti, Behnam;
Komaki, Mohamed;
Al-Najjar, Camelia

Publication type:

Article

Almost Stochastic Dominance for Most Risk-Averse Decision Makers.

Published in:

Decision Analysis, 2020, v. 17, n. 2, p. 169, doi. 10.1287/deca.2019.0402

By:

Luo, Chunling;
Tan, Chin Hon

Publication type:

Article

A Probability Scoring Rule for Simultaneous Events.

Published in:

Decision Analysis, 2019, v. 16, n. 4, p. 301, doi. 10.1287/deca.2019.0393

By:

Grant, Andrew;
Johnstone, David;
Oh Kang Kwon

Publication type:

Article

The Myopic Property in Decision Models.

Published in:

Decision Analysis, 2019, v. 16, n. 2, p. 128, doi. 10.1287/deca.2018.0384

By:

Baucells, Manel;
Sarin, Rakesh K.

Publication type:

Article

Clear Preferences Under Partial Distribution Information.

Published in:

Decision Analysis, 2017, v. 14, n. 1, p. 65, doi. 10.1287/deca.2017.0344

By:

Tan, Chin Hon;
Luo, Chunling

Publication type:

Article

TTRISK: Tensor train decomposition algorithm for risk averse optimization.

Published in:

Numerical Linear Algebra with Applications, 2023, v. 30, n. 3, p. 1, doi. 10.1002/nla.2481

By:

Antil, Harbir;
Dolgov, Sergey;
Onwunta, Akwum

Publication type:

Article

Intermediate efficiency in nonparametric testing problems with an application to some weighted statistics.

Published in:

ESAIM: Probability & Statistics, 2019, v. 23, p. 697, doi. 10.1051/ps/2018022

By:

Inglot, Tadeusz;
Ledwina, Teresa;
Ćmiel, Bogdan

Publication type:

Article

On a derivation of the Goldstein–Einhorn probability weighting functions.

Published in:

Aequationes Mathematicae, 2020, v. 94, n. 4, p. 749, doi. 10.1007/s00010-020-00704-7

By:

Chudziak, Jacek

Publication type:

Article

STOCHASTIC DOMINANCE-BASED COMPARISON BETWEEN ITERATIVE IMPROVEMENT AND SIMULATED ANNEALING ALGORITHMS FOR MINIMUM LOSSES DISTRIBUTION SYSTEMS RECONFIGURATION.

Published in:

EMERG: Energy. Environment. Efficiency. Resources. Globalization, 2023, v. 9, n. 3, p. 75

By:

MOHANU, Valentin;
CHICCO, Gianfranco

Publication type:

Article

Measuring Human Development in the MENA Region.

Published in:

Emerging Markets Finance & Trade, 2015, v. 51, n. 6, p. 1179, doi. 10.1080/1540496X.2015.1080517

By:

Pinar, Mehmet;
Stengos, Thanasis;
Yazgan, M. Ege

Publication type:

Article

Property Rights Freedom and Innovation: Eponymous Skills in Women's Gymnastics.

Published in:

Journal of Sports Economics, 2022, v. 23, n. 4, p. 407, doi. 10.1177/15270025211055842

By:

Mixon Jr., Franklin G.;
Cebula, Richard J.

Publication type:

Article

FIELD AND LABORATORY STUDIES OF THE EARTHWORM DENDROBAENA ALPINA.

Published in:

Journal of Ecological Engineering, 2015, v. 16, n. 5, p. 213, doi. 10.12911/22998993/60529

By:

Kostecka, Joanna;
Butt, Kevin R.

Publication type:

Article

Optimal reinsurance with general premium principles based on RVaR and WVaR.

Published in:

Journal of Industrial & Management Optimization, 2023, v. 19, n. 11, p. 1, doi. 10.3934/jimo.2023044

By:

Hu, Chengyong;
Song, Haiyan;
Wei, Linxiao

Publication type:

Article

The finite-time ruin probability of a risk model with a general counting process and stochastic return.

Published in:

Journal of Industrial & Management Optimization, 2022, v. 18, n. 3, p. 1541, doi. 10.3934/jimo.2021032

By:

Xun, Baoyin;
Yuen, Kam C.;
Wang, Kaiyong

Publication type:

Article

Two-stage mean-risk stochastic mixed integer optimization model for location-allocation problems under uncertain environment.

Published in:

Journal of Industrial & Management Optimization, 2021, v. 17, n. 5, p. 2783, doi. 10.3934/jimo.2020094

By:

Liu, Zhimin;
Qu, Shaojian;
Raza, Hassan;
Wu, Zhong;
Qu, Deqiang;
Du, Jianhui

Publication type:

Article

Robust portfolio selection for individuals: Minimizing the probability of lifetime ruin.

Published in:

Journal of Industrial & Management Optimization, 2021, v. 17, n. 2, p. 937, doi. 10.3934/jimo.2020005

By:

Liu, Bing;
Zhou, Ming

Publication type:

Article

Biobjective optimization over the efficient set of multiobjective integer programming problem.

Published in:

Journal of Industrial & Management Optimization, 2021, v. 17, n. 1, p. 117, doi. 10.3934/jimo.2019102

By:

Cherfaoui, Yasmine;
Moulaï, Mustapha

Publication type:

Article

Portfolio optimization with relaxation of stochastic second order dominance constraints via conditional value at risk.

Published in:

Journal of Industrial & Management Optimization, 2020, v. 16, n. 6, p. 2581, doi. 10.3934/jimo.2019071

By:

Xue, Meng;
Shi, Yun;
Sun, Hailin

Publication type:

Article

CVaR-based robust models for portfolio selection.

Published in:

Journal of Industrial & Management Optimization, 2020, v. 16, n. 4, p. 1861, doi. 10.3934/jimo.2019032

By:

Sun, Yufei;
Aw, Ee Ling Grace;
Li, Bin;
Teo, Kok Lay;
Sun, Jie

Publication type:

Article

A smoothing SAA algorithm for a portfolio choice model based on second-order stochastic dominance measures.

Published in:

Journal of Industrial & Management Optimization, 2020, v. 16, n. 3, p. 1171, doi. 10.3934/jimo.2018198

By:

Yang, Liu;
Tong, Xiaojiao;
Xiong, Yao;
Shen, Feifei

Publication type:

Article

Understanding risky choice behaviour with travel time variability: a review of recent empirical contributions of alternative behavioural theories.

Published in:

Transportation Letters, 2020, v. 12, n. 8, p. 580, doi. 10.1080/19427867.2019.1662562

By:

Li, Zheng;
Hensher, David

Publication type:

Article

PRODUCTION EFFICIENCY IN AGRICULTURE IN NIGERIA: DO MIGRANT REMITTANCES MATTER?

Published in:

Economics of Agriculture / Ekonomika Poljoprivrede, 2020, v. 67, n. 2, p. 315, doi. 10.5937/ekopolj2002315o

By:

Odozi, John C.;
Adeniyi, Oluwatosin;
Yusuf, Sulaiman Adesina

Publication type:

Article

Prospect Theory Versus Expected Utility Theory: Assumptions, Predictions, Intuition and Modelling of Risk Attitudes.

Published in:

Central European Journal of Economic Modelling & Econometrics, 2017, v. 9, n. 4, p. 275

By:

Lewandowski, Michał

Publication type:

Article

Ranking the extreme claim amounts in dependent individual risk models.

Published in:

Scandinavian Actuarial Journal, 2021, v. 2021, n. 3, p. 218, doi. 10.1080/03461238.2020.1830845

By:

Torrado, Nuria;
Navarro, Jorge

Publication type:

Article

A criterion for the comparison of binary classifiers based on a stochastic dominance with an application to the sale of home insurances.

Published in:

Scandinavian Actuarial Journal, 2019, v. 2019, n. 6, p. 453, doi. 10.1080/03461238.2019.1574237

By:

López-Díaz, María Concepción;
López-Díaz, Miguel;
Martínez-Fernández, Sergio

Publication type:

Article

Dual-Source Procurement Strategy of Cross-Border E-Commerce Supply Chain considering Members' Risk Attitude.

Published in:

Security & Communication Networks, 2022, p. 1, doi. 10.1155/2022/3592859

By:

Zhao, Zhao;
Liu, Zheng;
Qian, Qingshan;
Li, Lingling;
Zhao, Yuanjun;
Zhu, Yuqing

Publication type:

Article

Servicewomen's Personal Traits.

Published in:

BRAIN: Broad Research in Artificial Intelligence & Neuroscience, 2020, v. 11, n. 3, p. 122, doi. 10.18662/brain/11.3/113

By:

MATOKHNIUK, Lyudmila;
SHPORTUN, Oksana;
SHEVCHUK, Victoriya;
KHAMAZIUK, Olha;
SAVENKO, Kostyantyn;
NIKULIN, Myhailo;
HRYNKO, Ruslan;
MIROSHNICHENKO, Valentyna

Publication type:

Article

Subjective Homophily and the Fixtures Problem.

Published in:

Games (20734336), 2020, v. 11, n. 1, p. 11, doi. 10.3390/g11010011

By:

Duggan, Joseph E.

Publication type:

Article

BIPOLAR MIX - A METHOD FOR MIXED EVALUATIONS AND ITS APPLICATION TO THE RANKING OF EUROPEAN PROJECTS.

Published in:

Multiple Criteria Decision Making (20841531), 2017, v. 12, p. 36, doi. 10.22367/mcdm.2017.12.03

By:

Górecka, Dorota

Publication type:

Article

EVALUATING PUBLIC BENEFIT ORGANIZATIONS IN POLAND WITH THE EVAMIX METHOD FOR MIXED DATA.

Published in:

Multiple Criteria Decision Making (20841531), 2016, v. 11, p. 36, doi. 10.22367/mcdm.2016.11.03

By:

Chojnacka, Ewa;
Górecka, Dorota

Publication type:

Article

APPLICATION OF MCDA METHODS AND STOCHASTIC DOMINANCE RULES IN THE ENTRY MODE SELECTION PROCESS IN INTERNATIONAL EXPANSION.

Published in:

Multiple Criteria Decision Making (20841531), 2014, v. 9, p. 5

By:

Górecka, Dorota;
Szałucka, Małgorzata

Publication type:

Article

Empirical Tests for Stochastic Dominance Optimality.

Published in:

Review of Finance, 2017, v. 21, n. 2, p. 793, doi. 10.1093/rof/rfw010

By:

Post, Thierry

Publication type:

Article

Pre‐positioning and Deployment of Reserved Inventories in a Supply Network: Structural Properties.

Published in:

Production & Operations Management, 2020, v. 29, n. 4, p. 893, doi. 10.1111/poms.13142

By:

Guo, Pengfei;
Liu, Fang;
Wang, Yulan

Publication type:

Article

RELATIONS BETWEEN RISK-AVERSE MODELS IN EXTENDED TWO-STAGE STOCHASTIC OPTIMIZATION.

Published in:

Serdica Mathematical Journal, 2023, v. 49, n. 1-3, p. 49, doi. 10.55630/serdica.2023.49.49-76

By:

Dentcheva, Darinka

Publication type:

Article

Portfolio optimization in fuzzy asset management with coherent risk measures derived from risk averse utility.

Published in:

Neural Computing & Applications, 2020, v. 32, n. 15, p. 10847, doi. 10.1007/s00521-018-3683-y

By:

Yoshida, Yuji

Publication type:

Article

Personality traits and investor profile analysis: A behavioral finance study.

Published in:

PLoS ONE, 2019, v. 14, n. 3, p. 1, doi. 10.1371/journal.pone.0214062

By:

De Bortoli, Daiane;
Jr.da Costa, Newton;
Goulart, Marco;
Campara, Jéssica

Publication type:

Article

The fractional Boston random assignment rule and its axiomatic characterization.

Published in:

Review of Economic Design, 2024, v. 28, n. 1, p. 21, doi. 10.1007/s10058-023-00329-7

By:

Chen, Yajing;
Harless, Patrick;
Jiao, Zhenhua

Publication type:

Article

Ex ante heterogeneity in all-pay many-player auctions with Pareto distribution of costs.

Published in:

Economic Theory, 2020, v. 70, n. 3, p. 765, doi. 10.1007/s00199-019-01227-2

By:

Parreiras, Sérgio O.;
Rubinchik, Anna

Publication type:

Article

Discrimination through versioning with advertising in social networks.

Published in:

Economic Theory, 2019, v. 67, n. 3, p. 525, doi. 10.1007/s00199-018-1107-y

By:

Jiménez-Martínez, Antonio

Publication type:

Article

A qualitative theory of large games with strategic complementarities.

Published in:

Economic Theory, 2019, v. 67, n. 3, p. 497, doi. 10.1007/s00199-017-1075-7

By:

Balbus, Łukasz;
Dziewulski, Paweł;
Reffett, Kevin;
Woźny, Łukasz

Publication type:

Article

Multi-criteria decision-making approach for the selection of cleaning method of solar PV panels in United Arab Emirates based on sustainability perspective.

Published in:

International Journal of Low Carbon Technologies, 2022, v. 17, p. 380, doi. 10.1093/ijlct/ctac010

By:

AlMallahi, Maryam Nooman;
Assad, Mamdouh El Haj;
AlShihabi, Sameh;
Alayi, Reza

Publication type:

Article

Representative endowments and uniform Gini orderings of multi-attribute welfare.

Published in:

Journal of Economic Inequality, 2023, v. 21, n. 1, p. 233, doi. 10.1007/s10888-022-09548-4

By:

Mosler, Karl

Publication type:

Article

Richness orderings.

Published in:

Journal of Economic Inequality, 2014, v. 12, n. 1, p. 5, doi. 10.1007/s10888-013-9249-4

By:

Bose, Arup;
Chakravarty, Satya;
D'Ambrosio, Conchita

Publication type:

Article

A dissimilarity index of multidimensional inequality of opportunity.

Published in:

Journal of Economic Inequality, 2012, v. 10, n. 3, p. 343, doi. 10.1007/s10888-010-9162-z

By:

Yalonetzky, Gaston

Publication type:

Article

Risk Classification in Insurance Markets with Risk and Preference Heterogeneity.

Published in:

Review of Economic Studies, 2023, v. 90, n. 6, p. 3022, doi. 10.1093/restud/rdad017

By:

Luz, Vitor Farinha;
Gottardi, Piero;
Moreira, Humberto

Publication type:

Article

Managing geologic uncertainty in pit shell optimization using a heuristic algorithm and stochastic dominance.

Published in:

Mining Engineering, 2020, v. 72, n. 6, p. 55, doi. 10.1007/s42461-019-00165-w

By:

Acorn, T.;
Boisvert, J. B.;
Leuangthong, O.

Publication type:

Article

Pro-poor indirect tax reforms, with an application to Mexico.

Published in:

International Tax & Public Finance, 2014, v. 21, n. 1, p. 87, doi. 10.1007/s10797-012-9260-x

By:

Duclos, Jean-Yves;
Makdissi, Paul;
Araar, Abdelkrim

Publication type:

Article

Topology optimization incorporating external variables with metamodeling.

Published in:

Structural & Multidisciplinary Optimization, 2020, v. 62, n. 5, p. 2455, doi. 10.1007/s00158-020-02616-1

By:

Maruyama, Shun;
Yamasaki, Shintaro;
Yaji, Kentaro;
Fujita, Kikuo

Publication type:

Article

The largest moss carpet transplant in Antarctica and its bryosphere cryptic biodiversity.

Published in:

Extremophiles, 2021, v. 25, n. 4, p. 369, doi. 10.1007/s00792-021-01235-y

By:

Câmara, Paulo E. A. S.;
Convey, Peter;
Rangel, Sandro B.;
Konrath, Marcelo;
Barreto, Cristine Chaves;
Pinto, Otavio H. B.;
Silva, Micheline Carvalho;
Henriques, Diego Knop;
de Oliveira, Hermeson Cassiano;
Rosa, Luiz H.

Publication type:

Article