Stochastic dominance

Results: 56



#Item
1Finance / Money / Economy / Mathematical finance / Financial economics / Financial risk / Investment / Actuarial science / Modern portfolio theory / Portfolio optimization / Leverage / Marginal conditional stochastic dominance

INVITED EDITORIAL COMMENT FA L LA Comparison of the Mean–Variance–Leverage Optimization Model and the Markowitz General

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Source URL: www.jlem.com

Language: English - Date: 2014-03-18 11:41:06
2Decision theory / Stochastic dominance / Probability distributions / Mathematical finance / Functions and mappings / Financial risk / Data transformation / Normal distribution / Cumulative distribution function / Marginal conditional stochastic dominance / Convex function / Derivative

Journal of Risk and Uncertainty, 16:2 147–) © 1998 Kluwer Academic Publishers Stochastic Dominance and Prospect Dominance with Subjective Weighting Functions HAIM LEVY

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Source URL: pluto.mscc.huji.ac.il

Language: English - Date: 2014-02-02 05:57:49
3Actuarial science / Decision theory / Utility / Risk / Mathematical finance / Hoag / Expected utility hypothesis / Stochastic dominance / Marginal conditional stochastic dominance

AREC 705 Spring 2015 Syllabus Advanced Topics in Production (1/2 of AREC 705 course)

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Source URL: webdoc.agsci.colostate.edu

Language: English - Date: 2015-01-27 10:11:33
4Game theory / Epsilon-equilibrium / Nash equilibrium / Evolutionary game theory / Potential game / Best response / Normal-form game / Strategy / Stochastic game / Risk dominance

Evolution in Games with Randomly Disturbed Payoffs* Josef Hofbauer Department of Mathematics University College London Gower Street London WC1E 6BT UK

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Source URL: www.ssc.wisc.edu

Language: English - Date: 2005-07-29 09:44:34
5Smooth functions / Generalized functions / Distribution / Functional analysis / Stochastic dominance / Expected value / Differential geometry / Pullback / Pushforward

LOCAL UTILITY AND MULTIVARIATE RISK AVERSION ARTHUR CHARPENTIER, ALFRED GALICHON, AND MARC HENRY Abstract. We revisit Machina’s local utility as a tool to analyze attitudes to multivariate risks. Using martingale embed

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Source URL: www.istfin.eco.usi.ch

Language: English - Date: 2013-04-05 05:27:37
6Game theory / Nash equilibrium / Strategy / Bimatrix game / Reinforcement learning / Strategic dominance / Stochastic game / Economic equilibrium / Potential game / Folk theorem

Microsoft Word - hierarchical nash q learning in continuous games.docx

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Source URL: www.csse.uwa.edu.au

Language: English - Date: 2009-02-05 01:17:43
7Economy / Probability / Finance / Financial risk / Utility / Game theory / Expected utility / Probability theory / Expected utility hypothesis / Risk aversion / Risk premium / Stochastic dominance

History-Dependent Risk Aversion and the Reinforcement Effect∗ Gerelt Tserenjigmid† - Job Market Paper November 5, 2015

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Source URL: www.econ.vt.edu

Language: English - Date: 2016-02-16 12:41:57
8

Brief introduction to multidimensional stochastic dominance Brief introduction to multidimensional stochastic dominance Gaston Yalonetzky Oxford Poverty and Human Development Initiative, University of Oxford

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Source URL: www.ophi.org.uk

Language: English - Date: 2011-10-13 07:05:27
    9

    Brief introduction to multidimensional stochastic dominance Brief introduction to multidimensional stochastic dominance Gaston Yalonetzky Oxford Poverty and Human Development Initiative, University of Oxford

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    Source URL: www.ophi.org.uk

    Language: English - Date: 2011-10-12 09:06:46
      10Statistics / Financial risk / Ethics / Knowledge / Actuarial science / Risk aversion / Expected utility hypothesis / Stochastic dominance / Loss function / Utility / Risk / Decision theory

      Learning and Risk Aversion∗ Carlos Oyarzun University of Queensland Rajiv Sarin University of Birmingham

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      Source URL: www2.warwick.ac.uk

      Language: English - Date: 2012-02-27 11:46:55
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