Quantile-preserving spread
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Cited by:
- Castro, Luciano de & Galvao, Antonio F. & Kim, Jeong Yeol & Montes-Rojas, Gabriel & Olmo, Jose, 2022.
"Experiments on portfolio selection: A comparison between quantile preferences and expected utility decision models,"
Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 97(C).
- Gabriel Montes Rojas & Luciano De Castro & Antonio Galvao & José Olmo & Kim Jeong Yeol, 2021. "Experiments on Portfolio Selection: A comparison between quantile preferences and expected utility decision models," Asociación Argentina de Economía Política: Working Papers 4494, Asociación Argentina de Economía Política.
- Gabriel Montes-Rojas & Luciano de Castro & Antonio F. Galvao & Jeong Yeol Kim & José Olmo, 2021. "Experiments On Portfolio Selection: A Comparison Between Quantile Preferences And Expected Utility Decision Models," Documentos de trabajo del Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET) 2021-68, Universidad de Buenos Aires, Facultad de Ciencias Económicas, Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET).
- de Castro, Luciano & Galvao, Antonio F. & Noussair, Charles N. & Qiao, Liang, 2022. "Do people maximize quantiles?," Games and Economic Behavior, Elsevier, vol. 132(C), pages 22-40.
- Joseph Deutsch & Jacques Silber, 2024. "A summary measure of answers to statements (SMAS) in the case of ordered rating scales," Economics Bulletin, AccessEcon, vol. 44(1), pages 283-294.
- Sanjeev Dewan & Haim Mendelson, 1998. "Information Technology and Time-Based Competition in Financial Markets," Management Science, INFORMS, vol. 44(5), pages 595-609, May.
- Silber, Jacques & Yalonetzky, Gaston, 2021. "Measuring welfare, inequality and poverty with ordinal variables," GLO Discussion Paper Series 962, Global Labor Organization (GLO).
- Luciano de Castro & Antonio F. Galvao & Gabriel Montes-Rojas & Jose Olmo, 2022.
"Portfolio selection in quantile decision models,"
Annals of Finance, Springer, vol. 18(2), pages 133-181, June.
- Luciano De Castro & Antonio F. Galvao & Gabriel Montes Rojas & José Olmo, 2020. "Portfolio Selection in Quantile Decision Models," Working Papers 11, Red Nacional de Investigadores en Economía (RedNIE).
- Fabio Maccheroni & Pietro Muliere & Claudio Zoli, 2005. "Inverse stochastic orders and generalized Gini functionals," Metron - International Journal of Statistics, Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome, vol. 0(3), pages 529-559.
- Martyna Kobus & Radosław Kurek, 2019. "Multidimensional polarization for ordinal data," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 17(3), pages 301-317, September.
- Balter, Anne G. & Chau, Ki Wai & Schweizer, Nikolaus, 2024. "Comparative risk aversion vs. threshold choice in the Omega ratio," Omega, Elsevier, vol. 123(C).
- Kobus, Martyna & Kurek, Radosław, 2023. "Measuring inequality in the joint distribution of socioeconomic status and health," Economics Letters, Elsevier, vol. 226(C).
- Suman Seth and Gaston Yalonetzky, 2018. "Assessing Deprivation with Ordinal Variables: Depth Sensitivity and Poverty Aversion," OPHI Working Papers ophiwp123.pdf, Queen Elizabeth House, University of Oxford.
- Ramses H. Abul Naga & Christopher Stapenhurst & Gaston Yalonetzky, 2024.
"Inferring inequality: Testing for median-preserving spreads in ordinal data,"
Econometric Reviews, Taylor & Francis Journals, vol. 43(2-4), pages 156-174, April.
- Ramses H. Abul Naga & Christopher Stapenhurstz & Gaston Yalonetzky, 2021. "Inferring Inequality: Testing for Median-Preserving Spreads in Ordinal Data," Working Papers 2021-01, Universidad de Málaga, Department of Economic Theory, Málaga Economic Theory Research Center.
- Suman Seth & Gaston Yalonetzky, 2021.
"Assessing Deprivation with an Ordinal Variable: Theory and Application to Sanitation Deprivation in Bangladesh,"
The World Bank Economic Review, World Bank, vol. 35(3), pages 793-811.
- Seth,Suman & Yalonetzky,Gaston, 2020. "Assessing Deprivation with an Ordinal Variable : Theory and Application to Sanitation Deprivation in Bangladesh," Policy Research Working Paper Series 9120, The World Bank.
- Jean Baccelli & Georg Schollmeyer & Christoph Jansen, 2022. "Risk aversion over finite domains," Theory and Decision, Springer, vol. 93(2), pages 371-397, September.
- de Castro, Luciano & Cundy, Lance D. & Galvao, Antonio F. & Westenberger, Rafael, 2023. "A dynamic quantile model for distinguishing intertemporal substitution from risk aversion," European Economic Review, Elsevier, vol. 159(C).
- Martyna Kobus & Olga Półchłopek & Gaston Yalonetzky, 2019. "Inequality and Welfare in Quality of Life Among OECD Countries: Non-parametric Treatment of Ordinal Data," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 143(1), pages 201-232, May.
- de Castro, Luciano & Galvao, Antonio F. & Muchon, Andre, 2023. "Numerical Solution of Dynamic Quantile Models," Journal of Economic Dynamics and Control, Elsevier, vol. 148(C).
- de Castro, Luciano I. & Galvao, Antonio F. & Nunes, Daniel da Siva, 0. "Dynamic economics with quantile preferences," Theoretical Economics, Econometric Society.
- Yalonetzky, Gaston, 2022. "Consistent and inconsistent inequality indices for ordinal variables," Economics Letters, Elsevier, vol. 219(C).
- Luciano Castro & Antonio F. Galvao, 2022. "Static and dynamic quantile preferences," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 73(2), pages 747-779, April.
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