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Stochastic dominance
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11	An Operational Measure of Riskiness Dean P. Foster University of Pennsylvania Sergiu Hart Add to Reading List Source URL: www.ma.huji.ac.il Language: English - Date: 2009-11-22 12:15:44 XTR Probability space Mathematics Applied mathematics Decision theory Probability theory Stochastic dominance
12	Joint application of Cost-Utility Analysis and Modern Portfolio Theory to inform investment decision processes in a changing climate Add to Reading List Source URL: www.mssanz.org.au Language: English Financial risk Investment Mathematical finance Modern portfolio theory Diversification Marginal conditional stochastic dominance Portfolio Risk Financial economics Economics Finance
13	DOMINANCE THEOREMS AND ERGODIC PROPERTIES OF POLLING SYSTEMS1 S. G. Foss and N. I. Chernova We consider a class of polling systems with stationary ergodic input flow such that the control in a system obeys a certain rege Add to Reading List Source URL: math.nsc.ru Language: English - Date: 2005-09-16 03:23:50 Calculus Continuous function Markov chain Ergodic theory Mathematics Control theory Itō diffusion Μ operator Mathematical analysis Markov models Stochastic differential equations
14	A Genetic Programming Approach to the Dynamic Portfolio Rebalancing Problem Vijay Karunamurthy Etrade Financial 4500 Bohnannon Dr. Menlo Park, CA 94024 Add to Reading List Source URL: www.genetic-programming.org Language: English* - Date: 2006-11-17 21:29:12 Finance Modern portfolio theory Rebalancing investments Diversification Asset allocation Investment management Sharpe ratio Marginal conditional stochastic dominance Portfolio Financial economics Investment Economics
15	The Journal of Risk and Uncertainty, 23:3; 281–298, 2001 © 2001 Kluwer Academic Publishers. Manufactured in The Netherlands. On the Intuition of Rank-Dependent Utility ENRICO DIECIDUE AND PETER P. WAKKER∗ Add to Reading List Source URL: people.few.eur.nl Language: English - Date: 2015-03-11 05:16:03 Management Prospect theory Cumulative prospect theory Expected utility hypothesis Utility Subjective expected utility Risk Decision making Stochastic dominance Decision theory Statistics Knowledge
16	The Journal of Risk and Uncertainty, 29:3; 241–259, 2004 c 2004 Kluwer Academic Publishers. Manufactured in The Netherlands. The Utility of Gambling Reconsidered ENRICO DIECIDUE Add to Reading List Source URL: people.few.eur.nl Language: English - Date: 2015-03-11 05:15:43 Statistics Economics Knowledge Game theory Risk Expected utility hypothesis Stochastic dominance Prospect theory Allais paradox Decision theory Utility Behavioral finance
17	Journal of Risk and Uncertainty, 16:223–) © 1998 Kluwer Academic Publishers Revealed Likelihood and Knightian Uncertainty RAKESH SARIN The Anderson Graduate School of Management, UCLA, Los Angeles, CA Add to Reading List Source URL: people.few.eur.nl Language: English - Date: 2015-03-11 05:15:46 Business Likelihood function Cumulative prospect theory Stochastic dominance Choquet integral Expected utility hypothesis Rank-dependent expected utility Ambiguity aversion Prospect theory Decision theory Statistics Management
18	Journal of Risk and Uncertainty, 9:1994 Kluwer Academic Publishers Comonotonic Independence: The Critical Test between Classical and Rank-Dependent Utility Theories Add to Reading List Source URL: people.few.eur.nl Language: English - Date: 2015-03-11 05:15:53 Economics Management Behavioral finance Consumer behaviour Marketing Expected utility hypothesis Stochastic dominance Allais paradox Prospect theory Decision theory Utility Statistics
19	Mathematical Social Sciences–196 www.elsevier.nl / locate / econbase Cumulative dominance and probabilistic sophistication Rakesh Sarin a , Peter P. Wakker b , * a Add to Reading List Source URL: people.few.eur.nl Language: English - Date: 2015-03-11 05:15:46 Choquet integral Functional analysis Stochastic dominance Probability theory Probability Measure PP Expected value 22348 Schmeidler Decision theory Mathematics Applied mathematics
20	Proceedings Article Truthfulness and Stochastic Dominance with Monetary Transfers MARTIN HOEFER, Max-Planck-Institut f¨ur Informatik and Saarland University THOMAS KESSELHEIM, Cornell University ¨ Add to Reading List Source URL: people.mpi-inf.mpg.de Language: English - Date: 2013-05-20 05:10:12 Business Mechanism design Vickrey–Clarke–Groves auction Stochastic dominance Problem solving Valuation Auction Decision theory Vickrey auction Game theory Auctioneering Auction theory