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Rules for Ordering Uncertain Prospects
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Cited by:
- Guo, Dongmei & Hu, Yi & Wang, Shouyang & Zhao, Lin, 2016. "Comparing risks with reference points: A stochastic dominance approach," Insurance: Mathematics and Economics, Elsevier, vol. 70(C), pages 105-116.
- Fields, Gary S. & Leary, Jesse B. & Ok, Efe A., 2002. "Stochastic dominance in mobility analysis," Economics Letters, Elsevier, vol. 75(3), pages 333-339, May.
- Haim Levy & Enrico G. De Giorgi & Thorsten Hens, 2012. "Two Paradigms and Nobel Prizes in Economics: a Contradiction or Coexistence?," European Financial Management, European Financial Management Association, vol. 18(2), pages 163-182, March.
- Kai Hao Yang & Alexander K. Zentefis, 2023. "Extreme Points of First-Order Stochastic Dominance Intervals: Theory and Applications," Cowles Foundation Discussion Papers 2355, Cowles Foundation for Research in Economics, Yale University.
- Schumann, Keith D., 2011. "Semi-nonparametric test of second degree stochastic dominance with respect to a function," Journal of Econometrics, Elsevier, vol. 162(1), pages 71-78, May.
- Grant, S. & Quiggin, J., 2001.
"A Model-Free Definition of Increasing Uncertainty,"
Discussion Paper
2001-84, Tilburg University, Center for Economic Research.
- Grant, S. & Quiggin, J., 2001. "A Model-Free Definition of Increasing Uncertainty," Other publications TiSEM 32193c0e-b842-478a-b6ed-8, Tilburg University, School of Economics and Management.
- Oliver Linton & Esfandiar Maasoumi & Yoon-Jae Wang, 2002.
"Consistent testing for stochastic dominance: a subsampling approach,"
CeMMAP working papers
03/02, Institute for Fiscal Studies.
- Linton, Oliver & Maasoumi, Esfandiar & Whang, Yoon-Jae, 2002. "Consistent testing for stochastic dominance: a subsampling approach," LSE Research Online Documents on Economics 24927, London School of Economics and Political Science, LSE Library.
- Yoon-Jae Whang & Esfandiar Maasoumi & Oliver Linton, 2004. "Consistent Testing for Stochastic Dominance: A Subsampling Approach," FMG Discussion Papers dp508, Financial Markets Group.
- Oliver Linton & Esfandiar Maasoumi & Whang, Yoon-Jae, 2002. "Consistent Testing for Stochastic Dominance: A Subsampling Approach," Cowles Foundation Discussion Papers 1356, Cowles Foundation for Research in Economics, Yale University, revised Mar 2002.
- Oliver Linton & Esfandiar Maasoumi & Yoon-Jae Whang, 2002. "Consistent Testing for Stochastic Dominance: A Subsampling Approach," STICERD - Econometrics Paper Series 433, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- Oliver Linton & Esfandiar Maasoumi & Yoon-Jae Wang, 2002. "Consistent testing for stochastic dominance: a subsampling approach," CeMMAP working papers CWP03/02, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Linton, Oliver & Maasoumi, Esfandiar & Whang, Yoon-Jae, 2002. "Consistent testing for stochastic dominance : a subsampling approach," LSE Research Online Documents on Economics 2207, London School of Economics and Political Science, LSE Library.
- Linton, Oliver & Maasoumi, Esfandiar & Whang, Yoon-Jae, 2003. "Consistent testing for stochastic dominance: a subsampling approach," LSE Research Online Documents on Economics 24755, London School of Economics and Political Science, LSE Library.
- Oliver Linton & Esfandiar Maasoumi & Yoon-Jae Whang, 2002. "Consistent Testing for Stochastic Dominance: A Subsampling Approach," FMG Discussion Papers dp407, Financial Markets Group.
- Gleb Gersman & Haim Shalit, 2014. "Optimizing MCSD Portfolios," Working Papers 1410, Ben-Gurion University of the Negev, Department of Economics.
- Hennessy, David A. & Babcock, Bruce A., 1998. "Information, flexibility, and value added1," Information Economics and Policy, Elsevier, vol. 10(4), pages 431-449, December.
- Rahul Mukherjee & Linda L. Tesar & Ron Alquist, 2014.
"Liquidity-Driven FDI,"
IHEID Working Papers
17-2014, Economics Section, The Graduate Institute of International Studies, revised 11 Dec 2014.
- Rahul Mukherjee & Linda Tesar & Ron Alquist, 2015. "Liquidity-Driven FDI," 2015 Meeting Papers 415, Society for Economic Dynamics.
- Ron Alquist & Rahul Mukherjee & Linda L. Tesar, 2015. "Liquidity-Driven FDI," Working Papers 646, Research Seminar in International Economics, University of Michigan.
- Eric Rasmusen, 2007.
"When Does Extra Risk Strictly Increase an Option's Value?,"
The Review of Financial Studies, Society for Financial Studies, vol. 20(5), pages 1647-1667, 2007 14.
- Eric Rasmusen, 2004. "When Does Extra Risk Strictly Increase an Option's Value?," Working Papers 2004-12, Indiana University, Kelley School of Business, Department of Business Economics and Public Policy.
- Lewis, Tracy R. & Sappington, David E. M., 1999. "Using decoupling and deep pockets to mitigate judgment-proof problems1," International Review of Law and Economics, Elsevier, vol. 19(2), pages 275-293, June.
- Peter Lambert, 2007. "Editorial : Serge Kolm’s “The Optimal Production of Social Justice”," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 5(2), pages 213-234, August.
- Liu, Yangxuan & Langemeier, Michael & Small, Ian & Joseph, Laura & Fry, William & Ristaino, Jean & Saville, Amanda, 2017. "A Risk Analysis of precision farming for tomato production," 2017 Annual Meeting, February 4-7, 2017, Mobile, Alabama 253119, Southern Agricultural Economics Association.
- Huo, Teh-Ming, 1995. "Stationary sunspot equilibrium in a cash-in-advance economy," Journal of Economic Dynamics and Control, Elsevier, vol. 19(4), pages 831-843, May.
- Kanbur, Ravi, 2000.
"Income distribution and development,"
Handbook of Income Distribution, in: A.B. Atkinson & F. Bourguignon (ed.), Handbook of Income Distribution, edition 1, volume 1, chapter 13, pages 791-841,
Elsevier.
- Kanbur, Ravi, 1998. "Income Distribution and Development," Working Papers 179323, Cornell University, Department of Applied Economics and Management.
- Philip H. Dybvig, 1988. "Increases in Risk Aversion and Portfolio Choice in a Complete Market," Cowles Foundation Discussion Papers 859, Cowles Foundation for Research in Economics, Yale University.
- Fong, Wai Mun, 2016. "Stochastic dominance and the omega ratio," Finance Research Letters, Elsevier, vol. 17(C), pages 7-9.
- Post, Thierry & van Vliet, Pim, 2006.
"Downside risk and asset pricing,"
Journal of Banking & Finance, Elsevier, vol. 30(3), pages 823-849, March.
- Post, G.T. & van Vliet, P., 2004. "Downside Risk and Asset Pricing," ERIM Report Series Research in Management ERS-2004-018-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
- Delbridge, Timothy A. & Fernholz, Carmen & King, Robert P. & Lazarus, William, 2013.
"A whole-farm profitability analysis of organic and conventional cropping systems,"
Agricultural Systems, Elsevier, vol. 122(C), pages 1-10.
- Delbridge, Timothy A. & Fernholz, Carmen & Lazarus, William F. & King, Robert P., 2011. "A Whole-Farm Profitability Analysis of Organic and Conventional Cropping Systems," 2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania 103790, Agricultural and Applied Economics Association.
- Lean, Hooi Hooi & McAleer, Michael & Wong, Wing-Keung, 2010.
"Market efficiency of oil spot and futures: A mean-variance and stochastic dominance approach,"
Energy Economics, Elsevier, vol. 32(5), pages 979-986, September.
- Hooi Hooi Lean & Michael McAleer & Wing-Keung Wong, 2010. "Market Efficiency of Oil Spot and Futures: A Mean-Variance and Stochastic Dominance Approach," KIER Working Papers 718, Kyoto University, Institute of Economic Research.
- Hooi Hooi Lean & Michael McAleer & Wing-Keung Wong, 2010. "Market Efficiency of Oil Spot and Futures: A Mean-Variance and Stochastic Dominance Approach," Working Papers in Economics 10/18, University of Canterbury, Department of Economics and Finance.
- Xia Han & Bin Wang & Ruodu Wang & Qinyu Wu, 2021. "Risk Concentration and the Mean-Expected Shortfall Criterion," Papers 2108.05066, arXiv.org, revised Apr 2022.
- Caporin, Massimiliano & Costola, Michele & Jannin, Gregory & Maillet, Bertrand, 2018.
"“On the (Ab)use of Omega?”,"
Journal of Empirical Finance, Elsevier, vol. 46(C), pages 11-33.
- Bertrand Maillet & Michele Costola & Massimiliano Caporin & Gregory Jannin, 2015. "On the (Ab)Use of Omega?," Working Papers 2015:02, Department of Economics, University of Venice "Ca' Foscari".
- Massimiliano Caporin & Michele Costola & Gregory Mathieu Jannin & Bertrand Maillet, 2016. "On the (Ab)Use of Omega?," Working Papers hal-01697640, HAL.
- Massimiliano Caporin & Michele Costola & Gregory Jannin & Bertrand Maillet, 2018. "“On the (Ab)use of Omega ?”," Post-Print hal-03549448, HAL.
- Massimiliano Caporin & Michele Costola & Gregory Jannin & Bertrand Maillet, 2018. "“On the (Ab)use of Omega?”," Post-Print hal-02312145, HAL.
- Eeckhoudt, Louis & Schlesinger, Harris & Tsetlin, Ilia, 2009.
"Apportioning of risks via stochastic dominance,"
Journal of Economic Theory, Elsevier, vol. 144(3), pages 994-1003, May.
- Louis Eeckhoudt & Harris Schlesinger & Ilia Tsetlin, 2008. "Apportioning of Risks via Stochastic Dominance," CESifo Working Paper Series 2467, CESifo.
- H. Schlesinger & L. Eeckhoudt & I. Tsetlin, 2009. "Apportioning of risks via stochastic dominance," Post-Print hal-00567952, HAL.
- EECKHOUDT, Louis & SCHELSINGER, Harris & TSETLIN, Ilia, 2009. "Apportioning of risks via stochastic dominance," LIDAM Reprints CORE 2096, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Schröder, Carsten & Yitzhaki, Shlomo, 2017.
"Revisiting the evidence for cardinal treatment of ordinal variables,"
European Economic Review, Elsevier, vol. 92(C), pages 337-358.
- Carsten Schröder & Shlomo Yitzhaki, 2015. "Revisiting the Evidence for a Cardinal Treatment of Ordinal Variables," SOEPpapers on Multidisciplinary Panel Data Research 772, DIW Berlin, The German Socio-Economic Panel (SOEP).
- Francesco Andreoli & Tarjei Havnes & Arnaud Lefranc, 2019.
"Robust Inequality of Opportunity Comparisons: Theory and Application to Early Childhood Policy Evaluation,"
The Review of Economics and Statistics, MIT Press, vol. 101(2), pages 355-369, May.
- Francesco Andreoli & Tarjei Havnes & Arnaud Lefranc, 2019. "Robust Inequality of Opportunity Comparisons: Theory and Application to Early Childhood Policy Evaluation," Post-Print hal-03677673, HAL.
- Francesco Andreoli & Tarjei Havnes & Arnaud Lefranc, 2019. "Robust Inequality of Opportunity Comparisons: Theory and Application to Early Childhood Policy Evaluation," Post-Print hal-02528191, HAL.
- Grant, Simon & Quiggin, John, 2005.
"Increasing uncertainty: a definition,"
Mathematical Social Sciences, Elsevier, vol. 49(2), pages 117-141, March.
- Grant, Simon & Quiggan, John, 2004. "Increasing Uncertainty: A Definition," Working Papers 2002-11, Rice University, Department of Economics.
- Simon Grant & John Quiggin, 2004. "Increasing Uncertainty: A Definition," Risk & Uncertainty Working Papers WPR04_4, Risk and Sustainable Management Group, University of Queensland.
- Grant, Simon & Quiggin, John, 2004. "Increasing Uncertainty: A Definition," Risk and Sustainable Management Group Working Papers 151163, University of Queensland, School of Economics.
- Miloš Kopa & Tomáš Rusý, 2021. "A decision-dependent randomness stochastic program for asset–liability management model with a pricing decision," Annals of Operations Research, Springer, vol. 299(1), pages 241-271, April.
- Dean P. Foster & Sergiu Hart, 2009.
"An Operational Measure of Riskiness,"
Journal of Political Economy, University of Chicago Press, vol. 117(5), pages 785-814.
- Dean Foster & Sergiu Hart, 2007. "An Operational Measure of Riskiness," Levine's Bibliography 843644000000000095, UCLA Department of Economics.
- Dean P. Foster & Sergiu Hart, 2007. "An Operational Measure of Riskiness," Discussion Paper Series dp454, The Federmann Center for the Study of Rationality, the Hebrew University, Jerusalem.
- Antle, John M., 1981. "Theory And Measurement Of Output Distributions," Working Papers 225691, University of California, Davis, Department of Agricultural and Resource Economics.
- Eidman, Vernon R., 1989.
"Quantifying And Managing Risk In Agriculture,"
Staff Papers
13646, University of Minnesota, Department of Applied Economics.
- Eidman, V., 1989. "Quantifying and managing risk in agriculture," 1989 Annual Conference, September 25-27, Bloemfontein, South Africa 314723, Agricultural Economics Association of South Africa (AEASA).
- Kai Konrad, 2008.
"Mobile tax base as a global common,"
International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 15(4), pages 395-414, August.
- Kai A. Konrad, 2007. "Mobile Tax Base as a Global Common," CESifo Working Paper Series 2144, CESifo.
- Konrad, Kai A., 2008. "Mobile tax base as a global common," Munich Reprints in Economics 22088, University of Munich, Department of Economics.
- Xu, Guo & Wing-Keung, Wong & Lixing, Zhu, 2013.
"Almost Stochastic Dominance for Risk-Averse and Risk-Seeking Investors,"
MPRA Paper
51744, University Library of Munich, Germany.
- Guo, Xu & Wong, Wing-Keung & Zhu, Lixing, 2014. "Almost Stochastic Dominance for Risk-Averse and Risk-Seeking Investors," MPRA Paper 53347, University Library of Munich, Germany.
- Menicucci, Domenico, 2009. "Harmful competition in all-pay auctions," Mathematical Social Sciences, Elsevier, vol. 58(1), pages 110-120, July.
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- Knoke, Thomas, 2008. "Mixed forests and finance -- Methodological approaches," Ecological Economics, Elsevier, vol. 65(3), pages 590-601, April.
- Francesco Cesarone & Raffaello Cesetti & Giuseppe Orlando & Manuel Luis Martino & Jacopo Maria Ricci, 2022. "Comparing SSD-Efficient Portfolios with a Skewed Reference Distribution," Mathematics, MDPI, vol. 11(1), pages 1-20, December.
- Xiao, Yu & Fukuda, Daisuke, 2015.
"On the cost of misperceived travel time variability,"
Transportation Research Part A: Policy and Practice, Elsevier, vol. 75(C), pages 96-112.
- Xiao, Yu & Fukuda, Daisuke, 2013. "On the cost of misperceived travel time variability," MPRA Paper 49737, University Library of Munich, Germany.
- Abid, Fathi & Bahloul, Slah & Mroua, Mourad, 2016. "Financial development and economic growth in MENA countries," Journal of Policy Modeling, Elsevier, vol. 38(6), pages 1099-1117.
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- Kaplanski, Guy & Kroll, Yoram, 2002. "VaR Risk Measures versus Traditional Risk Measures: an Analysis and Survey," MPRA Paper 80070, University Library of Munich, Germany.
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- Elisabeth Jardin, 1996. "Problèmes d'assurance et utilité décumulative," Revue Économique, Programme National Persée, vol. 47(4), pages 921-935.
- Carter, Joy & Maynard, Leigh J. & Dillon, Carl R., 2000. "Perfect Cross-Hedging Opportunities Via Formula Pricing: The Case Of The Broiler Industry," 2000 Annual meeting, July 30-August 2, Tampa, FL 21765, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
- Enrico G. De Giorgi & Ola Mahmoud, 2016.
"Diversification preferences in the theory of choice,"
Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 39(2), pages 143-174, November.
- Enrico G. De Giorgi & Ola Mahmoud, 2015. "Diversification Preferences in the Theory of Choice," Papers 1507.02025, arXiv.org, revised Oct 2016.
- Felix Holzmeister & Martin Holmén & Michael Kirchler & Matthias Stefan & Erik Wengström, 2023.
"Delegation Decisions in Finance,"
Management Science, INFORMS, vol. 69(8), pages 4828-4844, August.
- Felix Holzmeister & Martin Holmén & Michael Kirchler & Matthias Stefan & Erik Wengström, 2019. "Delegation Decisions in Finance," Working Papers 2019-21, Faculty of Economics and Statistics, Universität Innsbruck.
- Holzmeister, Felix & Holmén, Martin & Kirchler, Michael & Stefan, Matthias & Wengström, Erik, 2020. "Delegation Decisions in Finance," Working Papers 2020:24, Lund University, Department of Economics.
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"The short- and long-run comparative statics of uncertainty,"
Economics Letters, Elsevier, vol. 55(3), pages 347-353, September.
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- Sergiu Hart, 2011.
"Comparing Risks by Acceptance and Rejection,"
Journal of Political Economy, University of Chicago Press, vol. 119(4), pages 617-638.
- Sergiu Hart, 2010. "Comparing Risks by Acceptance and Rejection," Discussion Paper Series dp531, The Federmann Center for the Study of Rationality, the Hebrew University, Jerusalem.
- Ferrer, Myra Clarisse R. & Fonsah, Esendugue Greg & Escalante, Cesar L., 2011. "Risk-Efficient Fumigant-Mulching System Alternatives for Bell Pepper Production," Journal of the ASFMRA, American Society of Farm Managers and Rural Appraisers, vol. 2011, pages 1-12, June.
- Dejan Trifunović, 2008. "The Dual Role Of Equilibrium Price In Competitive Economies With Asymmetric Information," Economic Annals, Faculty of Economics and Business, University of Belgrade, vol. 53(178-179), pages 7-43, July - De.
- Xia Han & Bin Wang & Ruodu Wang & Qinyu Wu, 2024. "Risk concentration and the mean‐expected shortfall criterion," Mathematical Finance, Wiley Blackwell, vol. 34(3), pages 819-846, July.
- Ola Mahmoud, 2022. "The Willingness to Pay for Diversification," Management Science, INFORMS, vol. 68(8), pages 6235-6249, August.
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2013-31, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, revised Aug 2013.
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"Pests and pesticides, risk and risk aversion,"
Agricultural Economics, Blackwell, vol. 5(4), pages 361-383, August.
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- Aekkachai NITTAYAGASETWAT & Jiroj BURANASIRI, 2016. "Performance Comparison Between Real Estate Securities and Real Estate Investment Using Stochastic Dominance and Mean-Variance Analysis," International Conference on Economic Sciences and Business Administration, Spiru Haret University, vol. 3(1), pages 208-219, October.
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"Supermodularity and the Comparative Statics of Risk,"
Theory and Decision, Springer, vol. 62(2), pages 97-117, March.
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- Quiggin, John & Chambers, Robert G., 2004. "Supermodularity and the comparative statics of risk," Risk and Sustainable Management Group Working Papers 151164, University of Queensland, School of Economics.
- Simon Dietz & Anca N. Matei, 2013. "Spaces for agreement: a theory of Time-Stochastic Dominance," GRI Working Papers 137, Grantham Research Institute on Climate Change and the Environment.
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