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Continua of stochastic dominance relations for unbounded probability distributions
Citations
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Cited by:
- Chiaki Hara, 2019. "Heterogeneous Impatience of Individual Consumers and Decreasing Impatience of the Representative Consumer," KIER Working Papers 1009, Kyoto University, Institute of Economic Research.
- Bassan, Bruno & Denuit, Michel & Scarsini, Marco, 1999.
"Variability orders and mean differences,"
Statistics & Probability Letters, Elsevier, vol. 45(2), pages 121-130, November.
- Marco Scarsini & Bruno Bassan & Michel Denuit, 1999. "Variability orders and mean differences," Post-Print hal-00540242, HAL.
- Xiaosheng Mu & Luciano Pomatto & Philipp Strack & Omer Tamuz, 2021.
"From Blackwell Dominance in Large Samples to Rényi Divergences and Back Again,"
Econometrica, Econometric Society, vol. 89(1), pages 475-506, January.
- Xiaosheng Mu & Luciano Pomatto & Philipp Strack & Omer Tamuz, 2019. "From Blackwell Dominance in Large Samples to Renyi Divergences and Back Again," Papers 1906.02838, arXiv.org, revised Sep 2020.
- Mikhail Sokolov, 2011. "Interval scalability of rank-dependent utility," Theory and Decision, Springer, vol. 70(3), pages 255-282, March.
- Sergio Ortobelli & Svetlozar Rachev & Haim Shalit & Frank Fabozzi, 2009. "Orderings and Probability Functionals Consistent with Preferences," Applied Mathematical Finance, Taylor & Francis Journals, vol. 16(1), pages 81-102.
- Roxana Chiriac & Valeri Voev, 2011.
"Modelling and forecasting multivariate realized volatility,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 26(6), pages 922-947, September.
- Chiriac, Roxana & Voev, Valeri, 2008. "Modelling and forecasting multivariate realized volatility," CoFE Discussion Papers 08/06, University of Konstanz, Center of Finance and Econometrics (CoFE).
- Roxana Chiriac & Valeri Voev, 2008. "Modelling and Forecasting Multivariate Realized Volatility," CREATES Research Papers 2008-39, Department of Economics and Business Economics, Aarhus University.
- Denuit, Michel & Lefevre, Claude, 1997. "Some new classes of stochastic order relations among arithmetic random variables, with applications in actuarial sciences," Insurance: Mathematics and Economics, Elsevier, vol. 20(3), pages 197-213, October.
- Jia Liu & Zhiping Chen & Giorgio Consigli, 2021. "Interval-based stochastic dominance: theoretical framework and application to portfolio choices," Annals of Operations Research, Springer, vol. 307(1), pages 329-361, December.
- Rolf Aaberge & Tarjei Havnes & Magne Mogstad, 2021. "Ranking intersecting distribution functions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 36(6), pages 639-662, September.
- Mao, Tiantian & Wang, Ruodu, 2022. "Fractional stochastic dominance in rank-dependent utility and cumulative prospect theory," Journal of Mathematical Economics, Elsevier, vol. 103(C).
- Raymond H. Chan & Ephraim Clark & Xu Guo & Wing-Keung Wong, 2020. "New development on the third-order stochastic dominance for risk-averse and risk-seeking investors with application in risk management," Risk Management, Palgrave Macmillan, vol. 22(2), pages 108-132, June.
- Satya P. DAS & Chetan CHATE, 2001.
"Endogenous Distribution, Politics, and Growth,"
LIDAM Discussion Papers IRES
2001019, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
- Satya Das & Chetan Ghate, 2002. "Endogenous Distribution, Politics and Growth," Discussion Papers of DIW Berlin 310, DIW Berlin, German Institute for Economic Research.
- Rolf Aaberge & Tarjei Havnes & Magne Mogstad, 2013.
"A theory for ranking distribution functions,"
Discussion Papers
763, Statistics Norway, Research Department.
- Aaberge, Rolf & Havnes, Tarjei & Mogstad, Magne, 2014. "A Theory for Ranking Distribution Functions," Memorandum 20/2014, Oslo University, Department of Economics.
- Aaberge, Rolf & Havnes, Tarjei & Mogstad, Magne, 2013. "A Theory for Ranking Distribution Functions," IZA Discussion Papers 7738, Institute of Labor Economics (IZA).
- Satya R. Chakravarty & Pietro Muliere, 2003. "Welfare indicators: A review and new perspectives. 1. Measurement of inequality," Metron - International Journal of Statistics, Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome, vol. 0(3), pages 457-497.
- Arab, Idir & Lando, Tommaso & Oliveira, Paulo Eduardo, 2022. "Comparison of Lp-quantiles and related skewness measures," Statistics & Probability Letters, Elsevier, vol. 183(C).
- Iosif Pinelis, 2014. "An Optimal Three-Way Stable and Monotonic Spectrum of Bounds on Quantiles: A Spectrum of Coherent Measures of Financial Risk and Economic Inequality," Risks, MDPI, vol. 2(3), pages 1-44, September.
- Iosif Pinelis, 2013. "An optimal three-way stable and monotonic spectrum of bounds on quantiles: a spectrum of coherent measures of financial risk and economic inequality," Papers 1310.6025, arXiv.org.
- Sergio Firpo & Antonio F. Galvao & Martyna Kobus & Thomas Parker & Pedro Rosa-Dias, 2020.
"Loss aversion and the welfare ranking of policy interventions,"
Papers
2004.08468, arXiv.org, revised Sep 2023.
- Firpo, Sergio & Galvao, Antonio F. & Kobus, Martyna & Parker, Thomas & Rosa-Dias, Pedro, 2020. "Loss Aversion and the Welfare Ranking of Policy Interventions," IZA Discussion Papers 13176, Institute of Labor Economics (IZA).
- Denuit, Michel & Liu, Liqun & Meyer, Jack, 2014.
"A separation theorem for the weak s-convex orders,"
Insurance: Mathematics and Economics, Elsevier, vol. 59(C), pages 279-284.
- Denuit, Michel & Liu, Liqun & Meyer, Jack, 2014. "A separation theorem for the weak S-Convex Orders," LIDAM Discussion Papers ISBA 2014040, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Denuit, Michel & Liu, Liqun & Meyer, Jack, 2014. "A separation theorem for the weak s-convex orders," LIDAM Reprints ISBA 2014043, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Ehsan Azmoodeh & Ozan Hur, 2023. "Multi-fractional Stochastic Dominance: Mathematical Foundations," Papers 2307.08651, arXiv.org.
- DENUIT, Michel & SAILLET, Olivier, 2001. "Nonparametric Tests for Positive Quadrant Dependence," LIDAM Discussion Papers IRES 2001009, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), revised 01 Apr 2001.
- Gigliarano, Chiara & Figini, Silvia & Muliere, Pietro, 2014. "Making classifier performance comparisons when ROC curves intersect," Computational Statistics & Data Analysis, Elsevier, vol. 77(C), pages 300-312.
- Michel Denuit & Claude Lefèvre & Sergey Utev, 1999. "Stochastic Orderings of Convex/Concave-Type on an Arbitrary Grid," Mathematics of Operations Research, INFORMS, vol. 24(4), pages 835-846, November.
- Tommaso Lando & Lucio Bertoli-Barsotti, 2019. "Distorted stochastic dominance: a generalized family of stochastic orders," Papers 1909.04767, arXiv.org.
- Lando, Tommaso & Bertoli-Barsotti, Lucio, 2020. "Distorted stochastic dominance: A generalized family of stochastic orders," Journal of Mathematical Economics, Elsevier, vol. 90(C), pages 132-139.
- Fang, Yi & Post, Thierry, 2022. "Optimal portfolio choice for higher-order risk averters," Journal of Banking & Finance, Elsevier, vol. 137(C).
- Pinelis, Iosif, 2013. "An optimal three-way stable and monotonic spectrum of bounds on quantiles: a spectrum of coherent measures of financial risk and economic inequality," MPRA Paper 51361, University Library of Munich, Germany.
- Halbleib Roxana & Voev Valeri, 2011.
"Forecasting Multivariate Volatility using the VARFIMA Model on Realized Covariance Cholesky Factors,"
Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 231(1), pages 134-152, February.
- Roxana Halbleib & Valerie Voev, 2010. "Forecasting Multivariate Volatility Using the VARFIMA Model on Realized Covariance Cholesky Factors," Working Papers ECARES ECARES 2010-041, ULB -- Universite Libre de Bruxelles.
- Roxana Halbleib & Valeri Voev, 2011. "Forecasting multivariate volatility using the VARFIMA model on realized covariance cholesky factors," ULB Institutional Repository 2013/195065, ULB -- Universite Libre de Bruxelles.
- Alfred Müller & Marco Scarsini & Ilia Tsetlin & Robert L. Winkler, 2017. "Between First- and Second-Order Stochastic Dominance," Management Science, INFORMS, vol. 63(9), pages 2933-2947, September.
- Ebert, Sebastian & Wei, Wei & Zhou, Xun Yu, 2020. "Weighted discounting—On group diversity, time-inconsistency, and consequences for investment," Journal of Economic Theory, Elsevier, vol. 189(C).
- Karl Mosler, 1997. "De minimis and equity in risk," Theory and Decision, Springer, vol. 42(3), pages 215-233, May.
- Satya R. Chakravarty & Pietro Muliere, 2004. "Welfare indicators: a review and new perspectives. 2. Measurement of poverty," Metron - International Journal of Statistics, Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome, vol. 0(2), pages 247-281.