Bi, Hongwei; Zhu, Wei Nonmonotonic risk preferences over lottery comparison. (English) Zbl 07567044 Eur. J. Oper. Res. 303, No. 3, 1458-1468 (2022). MSC: 90Bxx PDF BibTeX XML Cite \textit{H. Bi} and \textit{W. Zhu}, Eur. J. Oper. Res. 303, No. 3, 1458--1468 (2022; Zbl 07567044) Full Text: DOI OpenURL
Bastani, Spencer; Giebe, Thomas; Gürtler, Oliver Simple equilibria in general contests. (English) Zbl 07557881 Games Econ. Behav. 134, 264-280 (2022). MSC: 91-XX PDF BibTeX XML Cite \textit{S. Bastani} et al., Games Econ. Behav. 134, 264--280 (2022; Zbl 07557881) Full Text: DOI OpenURL
Yang, Jianping; Zhao, Chaoqun; Chen, Weiru; Zhou, Diwei; Han, Shuguang Fraction-degree reference dependent stochastic dominance. (English) Zbl 07554102 Methodol. Comput. Appl. Probab. 24, No. 2, 1193-1219 (2022). MSC: 91B06 60E15 PDF BibTeX XML Cite \textit{J. Yang} et al., Methodol. Comput. Appl. Probab. 24, No. 2, 1193--1219 (2022; Zbl 07554102) Full Text: DOI OpenURL
Mei, Yu; Chen, Zhiping; Liu, Jia; Ji, Bingbing Multi-stage portfolio selection problem with dynamic stochastic dominance constraints. (English) Zbl 07550249 J. Glob. Optim. 83, No. 3, 585-613 (2022). MSC: 90C15 90C26 PDF BibTeX XML Cite \textit{Y. Mei} et al., J. Glob. Optim. 83, No. 3, 585--613 (2022; Zbl 07550249) Full Text: DOI OpenURL
Fakih, Ali; Makdissi, Paul; Marrouch, Walid; Tabri, Rami V.; Yazbeck, Myra A stochastic dominance test under survey nonresponse with an application to comparing trust levels in Lebanese public institutions. (English) Zbl 07538784 J. Econom. 228, No. 2, 342-358 (2022). MSC: 62-XX 91-XX PDF BibTeX XML Cite \textit{A. Fakih} et al., J. Econom. 228, No. 2, 342--358 (2022; Zbl 07538784) Full Text: DOI OpenURL
Mei, Yu; Liu, Jia; Chen, Zhiping Distributionally robust second-order stochastic dominance constrained optimization with Wasserstein ball. (English) Zbl 07534670 SIAM J. Optim. 32, No. 2, 715-738 (2022). MSC: 90C17 91B70 90C31 90-08 PDF BibTeX XML Cite \textit{Y. Mei} et al., SIAM J. Optim. 32, No. 2, 715--738 (2022; Zbl 07534670) Full Text: DOI OpenURL
Vidmar, Matija On laws exhibiting universal ordering under stochastic restart. (English) Zbl 07533605 Commun. Stat., Theory Methods 51, No. 5, 1290-1305 (2022). MSC: 60E15 62E10 62-XX PDF BibTeX XML Cite \textit{M. Vidmar}, Commun. Stat., Theory Methods 51, No. 5, 1290--1305 (2022; Zbl 07533605) Full Text: DOI OpenURL
Mao, Tiantian; Wu, Qinyu; Hu, Taizhong Further properties of fractional stochastic dominance. (English) Zbl 1487.60044 J. Appl. Probab. 59, No. 1, 202-223 (2022). MSC: 60E15 91B08 PDF BibTeX XML Cite \textit{T. Mao} et al., J. Appl. Probab. 59, No. 1, 202--223 (2022; Zbl 1487.60044) Full Text: DOI OpenURL
Noyan, Nilay; Meraklı, Merve; Küçükyavuz, Simge Two-stage stochastic programming under multivariate risk constraints with an application to humanitarian relief network design. (English) Zbl 07495381 Math. Program. 191, No. 1 (B), 7-45 (2022). MSC: 90C15 90C29 90C90 PDF BibTeX XML Cite \textit{N. Noyan} et al., Math. Program. 191, No. 1 (B), 7--45 (2022; Zbl 07495381) Full Text: DOI OpenURL
Bushaj, Sabah; Büyüktahtakın, İ. Esra; Haight, Robert G. Risk-averse multi-stage stochastic optimization for surveillance and operations planning of a forest insect infestation. (English) Zbl 07487814 Eur. J. Oper. Res. 299, No. 3, 1094-1110 (2022). MSC: 90Bxx PDF BibTeX XML Cite \textit{S. Bushaj} et al., Eur. J. Oper. Res. 299, No. 3, 1094--1110 (2022; Zbl 07487814) Full Text: DOI OpenURL
Levy, Moshe An inter-temporal CAPM based on first order stochastic dominance. (English) Zbl 07478848 Eur. J. Oper. Res. 298, No. 2, 734-739 (2022). MSC: 91G10 60E15 91B16 PDF BibTeX XML Cite \textit{M. Levy}, Eur. J. Oper. Res. 298, No. 2, 734--739 (2022; Zbl 07478848) Full Text: DOI OpenURL
Büyüktahtakın, İ. Esra Stage-\(t\) scenario dominance for risk-averse multi-stage stochastic mixed-integer programs. (English) Zbl 1478.90065 Ann. Oper. Res. 309, No. 1, 1-35 (2022). MSC: 90C15 90C11 90C10 90C27 91G70 PDF BibTeX XML Cite \textit{İ. E. Büyüktahtakın}, Ann. Oper. Res. 309, No. 1, 1--35 (2022; Zbl 1478.90065) Full Text: DOI OpenURL
Kopa, Miloš; Kabašinskas, Audrius; Šutienė, Kristina A stochastic dominance approach to pension-fund selection. (English) Zbl 07427790 IMA J. Manag. Math. 33, No. 1, 139-160 (2022). MSC: 90-XX 91-XX PDF BibTeX XML Cite \textit{M. Kopa} et al., IMA J. Manag. Math. 33, No. 1, 139--160 (2022; Zbl 07427790) Full Text: DOI OpenURL
Wu, Jingjing; Abedin, Tasnima A two-component nonparametric mixture model with stochastic dominance. (English) Zbl 1484.62031 J. Korean Stat. Soc. 50, No. 4, 1029-1057 (2021). MSC: 62F10 62G05 62G20 62G07 PDF BibTeX XML Cite \textit{J. Wu} and \textit{T. Abedin}, J. Korean Stat. Soc. 50, No. 4, 1029--1057 (2021; Zbl 1484.62031) Full Text: DOI OpenURL
Wang, Jiepeng; Zhou, Hong; Jin, Xiaodan Risk transmission in complex supply chain network with multi-drivers. (English) Zbl 07512426 Chaos Solitons Fractals 143, Article ID 110259, 10 p. (2021). MSC: 90-XX 91-XX PDF BibTeX XML Cite \textit{J. Wang} et al., Chaos Solitons Fractals 143, Article ID 110259, 10 p. (2021; Zbl 07512426) Full Text: DOI OpenURL
Jena, Adarsha Kumar; Tripathy, Manas Ranjan; Pal, Nabendu Alternative estimation of the common mean of two normal populations with order restricted variances. (English) Zbl 1483.62060 REVSTAT 19, No. 3, 327-362 (2021). MSC: 62F10 62F30 62C15 PDF BibTeX XML Cite \textit{A. K. Jena} et al., REVSTAT 19, No. 3, 327--362 (2021; Zbl 1483.62060) Full Text: Link OpenURL
Lessard, Sabin; Li, Cong; Zheng, Xiu-Deng; Tao, Yi Inclusive fitness and Hamilton’s rule in a stochastic environment. (English) Zbl 1482.92055 Theor. Popul. Biol. 142, 91-99 (2021). MSC: 92D15 91A22 PDF BibTeX XML Cite \textit{S. Lessard} et al., Theor. Popul. Biol. 142, 91--99 (2021; Zbl 1482.92055) Full Text: DOI OpenURL
Dianetti, Jodi; Ferrari, Giorgio; Fischer, Markus; Nendel, Max Submodular mean field games: existence and approximation of solutions. (English) Zbl 1485.91020 Ann. Appl. Probab. 31, No. 6, 2538-2566 (2021). MSC: 91A16 60E15 PDF BibTeX XML Cite \textit{J. Dianetti} et al., Ann. Appl. Probab. 31, No. 6, 2538--2566 (2021; Zbl 1485.91020) Full Text: DOI arXiv OpenURL
Evren, Özgür; Hüsseinov, Farhad Extension of monotonic functions and representation of preferences. (English) Zbl 1483.91081 Math. Oper. Res. 46, No. 4, 1430-1451 (2021). MSC: 91B16 91B08 54F05 60E15 PDF BibTeX XML Cite \textit{Ö. Evren} and \textit{F. Hüsseinov}, Math. Oper. Res. 46, No. 4, 1430--1451 (2021; Zbl 1483.91081) Full Text: DOI OpenURL
Liu, Jia; Chen, Zhiping; Consigli, Giorgio Interval-based stochastic dominance: theoretical framework and application to portfolio choices. (English) Zbl 1478.90069 Ann. Oper. Res. 307, No. 1-2, 329-361 (2021). MSC: 90C15 91G10 60E15 91B16 91G70 PDF BibTeX XML Cite \textit{J. Liu} et al., Ann. Oper. Res. 307, No. 1--2, 329--361 (2021; Zbl 1478.90069) Full Text: DOI OpenURL
Ji, Xinlong; Cheng, Wen The research on precautionary investment decision-making behaviors based on the view of two-dimension risks. (Chinese. English summary) Zbl 07448184 Acta Math. Appl. Sin. 44, No. 4, 589-602 (2021). MSC: 91G10 91B16 60E15 PDF BibTeX XML Cite \textit{X. Ji} and \textit{W. Cheng}, Acta Math. Appl. Sin. 44, No. 4, 589--602 (2021; Zbl 07448184) OpenURL
Anderson, Gordon; Leo, Teng Wah Sufficient conditions for \(j\)th order stochastic dominance for discrete cardinal variables, and their formulae. (English) Zbl 1479.60039 Econ. Lett. 209, Article ID 110144, 5 p. (2021). MSC: 60E15 PDF BibTeX XML Cite \textit{G. Anderson} and \textit{T. W. Leo}, Econ. Lett. 209, Article ID 110144, 5 p. (2021; Zbl 1479.60039) Full Text: DOI OpenURL
Mu, Xiaosheng; Pomatto, Luciano; Strack, Philipp; Tamuz, Omer From Blackwell dominance in large samples to Rényi divergences and back again. (English) Zbl 1476.62025 Econometrica 89, No. 1, 475-506 (2021). MSC: 62B15 60E15 62B10 PDF BibTeX XML Cite \textit{X. Mu} et al., Econometrica 89, No. 1, 475--506 (2021; Zbl 1476.62025) Full Text: DOI arXiv OpenURL
Rebollo Bueno, Jesus Stochastic reverse isoperimetric inequalities in the plane. (English) Zbl 07430041 Geom. Dedicata 215, 401-413 (2021). Reviewer: Lienhard Wimmer (Isny) MSC: 52A22 60D05 PDF BibTeX XML Cite \textit{J. Rebollo Bueno}, Geom. Dedicata 215, 401--413 (2021; Zbl 07430041) Full Text: DOI arXiv OpenURL
Lando, Tommaso; Arab, Idir; Oliveira, Paulo Eduardo Second-order stochastic comparisons of order statistics. (English) Zbl 1477.62111 Statistics 55, No. 3, 561-579 (2021). MSC: 62G10 62G30 62L20 PDF BibTeX XML Cite \textit{T. Lando} et al., Statistics 55, No. 3, 561--579 (2021; Zbl 1477.62111) Full Text: DOI arXiv OpenURL
Zhao, Kena; Ng, Tsan Sheng; Tan, Chin Hon; Pang, Chee Khiang An almost robust model for minimizing disruption exposures in supply systems. (English) Zbl 1487.90199 Eur. J. Oper. Res. 295, No. 2, 547-559 (2021). MSC: 90B06 90C15 90C17 PDF BibTeX XML Cite \textit{K. Zhao} et al., Eur. J. Oper. Res. 295, No. 2, 547--559 (2021; Zbl 1487.90199) Full Text: DOI OpenURL
Wang, Xiangyu; Xia, Jianming Expected utility maximization with stochastic dominance constraints in complete markets. (English) Zbl 1476.91175 SIAM J. Financ. Math. 12, No. 3, 1054-1111 (2021). MSC: 91G15 91B16 60E15 PDF BibTeX XML Cite \textit{X. Wang} and \textit{J. Xia}, SIAM J. Financ. Math. 12, No. 3, 1054--1111 (2021; Zbl 1476.91175) Full Text: DOI OpenURL
de Menibus, Benjamin Hellouin; Le Borgne, Yvan Asymptotic behaviour of the one-dimensional “rock-paper-scissors” cyclic cellular automaton. (English) Zbl 1476.60114 Ann. Appl. Probab. 31, No. 5, 2420-2440 (2021). MSC: 60J10 37A50 37B15 60J70 92D25 60G50 PDF BibTeX XML Cite \textit{B. H. de Menibus} and \textit{Y. Le Borgne}, Ann. Appl. Probab. 31, No. 5, 2420--2440 (2021; Zbl 1476.60114) Full Text: DOI arXiv Link OpenURL
Fraser, Clive D. Protection in numbers? Self-protection as a local public good. (English) Zbl 1471.91157 J. Math. Econ. 96, Article ID 102510, 11 p. (2021). MSC: 91B18 91B05 60E15 PDF BibTeX XML Cite \textit{C. D. Fraser}, J. Math. Econ. 96, Article ID 102510, 11 p. (2021; Zbl 1471.91157) Full Text: DOI OpenURL
Denuit, Michel; Robert, Christian Y. Efron’s asymptotic monotonicity property in the Gaussian stable domain of attraction. (English) Zbl 1476.62037 J. Multivariate Anal. 186, Article ID 104803, 12 p. (2021). MSC: 62E10 60F05 60E15 PDF BibTeX XML Cite \textit{M. Denuit} and \textit{C. Y. Robert}, J. Multivariate Anal. 186, Article ID 104803, 12 p. (2021; Zbl 1476.62037) Full Text: DOI OpenURL
Bronevich, Andrey G.; Rozenberg, Igor N. The measurement of relations on belief functions based on the Kantorovich problem and the Wasserstein metric. (English) Zbl 07414867 Int. J. Approx. Reasoning 131, 108-135 (2021). MSC: 68T37 PDF BibTeX XML Cite \textit{A. G. Bronevich} and \textit{I. N. Rozenberg}, Int. J. Approx. Reasoning 131, 108--135 (2021; Zbl 07414867) Full Text: DOI OpenURL
Lok, Thomas M.; Tabri, Rami V. An improved bootstrap test for restricted stochastic dominance. (English) Zbl 07414272 J. Econom. 224, No. 2, 371-393 (2021). MSC: 62-XX 91-XX PDF BibTeX XML Cite \textit{T. M. Lok} and \textit{R. V. Tabri}, J. Econom. 224, No. 2, 371--393 (2021; Zbl 07414272) Full Text: DOI OpenURL
Magdalou, Brice A model of social welfare improving transfers. (English) Zbl 1471.91146 J. Econ. Theory 196, Article ID 105318, 31 p. (2021). MSC: 91B15 60E15 PDF BibTeX XML Cite \textit{B. Magdalou}, J. Econ. Theory 196, Article ID 105318, 31 p. (2021; Zbl 1471.91146) Full Text: DOI OpenURL
Wang, Dewei; Tang, Chuan-Fa Testing against uniform stochastic ordering with paired observations. (English) Zbl 1477.62115 Bernoulli 27, No. 4, 2556-2563 (2021). Reviewer: Wolfgang Näther (Freiberg) MSC: 62G10 62G20 60E15 PDF BibTeX XML Cite \textit{D. Wang} and \textit{C.-F. Tang}, Bernoulli 27, No. 4, 2556--2563 (2021; Zbl 1477.62115) Full Text: DOI OpenURL
Zhu, Feng On optimal favoritism in all-pay contests. (English) Zbl 1470.91018 J. Math. Econ. 95, Article ID 102472, 8 p. (2021). MSC: 91A10 91A05 60E15 PDF BibTeX XML Cite \textit{F. Zhu}, J. Math. Econ. 95, Article ID 102472, 8 p. (2021; Zbl 1470.91018) Full Text: DOI OpenURL
Arvanitis, Stelios Stochastic dominance efficient sets and stochastic spanning. (English) Zbl 1472.60033 Decis. Econ. Finance 44, No. 1, 401-409 (2021). MSC: 60E15 60E05 PDF BibTeX XML Cite \textit{S. Arvanitis}, Decis. Econ. Finance 44, No. 1, 401--409 (2021; Zbl 1472.60033) Full Text: DOI OpenURL
Kouaissah, Noureddine; Ortobelli Lozza, Sergio Multivariate stochastic dominance applied to sector-based portfolio selection. (English) Zbl 07371190 IMA J. Manag. Math. 32, No. 2, 139-160 (2021). MSC: 90-XX 91-XX PDF BibTeX XML Cite \textit{N. Kouaissah} and \textit{S. Ortobelli Lozza}, IMA J. Manag. Math. 32, No. 2, 139--160 (2021; Zbl 07371190) Full Text: DOI OpenURL
Barbier-Gauchard, Amélie; Betti, Thierry Spillover effects of fiscal policy in a monetary union: why do fiscal instruments matter? (English) Zbl 1471.91322 Bull. Econ. Res. 73, No. 1, 1-33 (2021). Reviewer: Weiping Li (Stillwater) MSC: 91B64 91B51 PDF BibTeX XML Cite \textit{A. Barbier-Gauchard} and \textit{T. Betti}, Bull. Econ. Res. 73, No. 1, 1--33 (2021; Zbl 1471.91322) Full Text: Link OpenURL
Awan, Jordan; Slavković, Aleksandra Structure and sensitivity in differential privacy: comparing \(K\)-norm mechanisms. (English) Zbl 1464.60012 J. Am. Stat. Assoc. 116, No. 534, 935-954 (2021). MSC: 60E15 62J05 62J12 68P27 94A17 PDF BibTeX XML Cite \textit{J. Awan} and \textit{A. Slavković}, J. Am. Stat. Assoc. 116, No. 534, 935--954 (2021; Zbl 1464.60012) Full Text: DOI arXiv OpenURL
Post, Thierry; Longarela, Iňaki Rodríguez Risk arbitrage opportunities for stock index options. (English) Zbl 1470.91286 Oper. Res. 69, No. 1, 100-113 (2021). MSC: 91G20 60E15 PDF BibTeX XML Cite \textit{T. Post} and \textit{I. R. Longarela}, Oper. Res. 69, No. 1, 100--113 (2021; Zbl 1470.91286) Full Text: DOI OpenURL
Malavasi, Matteo; Ortobelli Lozza, Sergio; Trück, Stefan Second order of stochastic dominance efficiency vs mean variance efficiency. (English) Zbl 1487.91125 Eur. J. Oper. Res. 290, No. 3, 1192-1206 (2021). MSC: 91G10 60E15 90C29 PDF BibTeX XML Cite \textit{M. Malavasi} et al., Eur. J. Oper. Res. 290, No. 3, 1192--1206 (2021; Zbl 1487.91125) Full Text: DOI OpenURL
Torrado, Nuria; Navarro, Jorge Ranking the extreme claim amounts in dependent individual risk models. (English) Zbl 1466.91271 Scand. Actuar. J. 2021, No. 3, 218-247 (2021). MSC: 91G05 60E15 62P05 65H05 PDF BibTeX XML Cite \textit{N. Torrado} and \textit{J. Navarro}, Scand. Actuar. J. 2021, No. 3, 218--247 (2021; Zbl 1466.91271) Full Text: DOI OpenURL
Gollier, Christian A general theory of risk apportionment. (English) Zbl 1458.91055 J. Econ. Theory 192, Article ID 105189, 20 p. (2021). MSC: 91B05 60E15 PDF BibTeX XML Cite \textit{C. Gollier}, J. Econ. Theory 192, Article ID 105189, 20 p. (2021; Zbl 1458.91055) Full Text: DOI Link OpenURL
Lee, Cheng Few; Zhong, Zhaodong; Tai, Tzu; Chuang, Hongwei Alternative methods for determining option bounds: a review and comparison. (English) Zbl 1454.91299 Lee, Cheng Few (ed.) et al., Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 1. Hackensack, NJ: World Scientific. 917-945 (2021). MSC: 91G20 60G40 60E15 90C05 62P05 PDF BibTeX XML Cite \textit{C. F. Lee} et al., in: Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 1. Hackensack, NJ: World Scientific. 917--945 (2021; Zbl 1454.91299) Full Text: DOI OpenURL
Lee, Cheng Few; Zhang, Peter Guangping Parametric, semi-parametric, and non-parametric approaches for option-bound determination: review and comparison. (English) Zbl 1451.91201 Lee, Cheng Few (ed.) et al., Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 1. Hackensack, NJ: World Scientific. 297-334 (2021). MSC: 91G20 62P05 60E15 90C05 PDF BibTeX XML Cite \textit{C. F. Lee} and \textit{P. G. Zhang}, in: Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 1. Hackensack, NJ: World Scientific. 297--334 (2021; Zbl 1451.91201) Full Text: DOI OpenURL
Zhang, Sainan; Guo, Shaoyan; Zhang, Liwei; Zhang, Hongwei On distributionally robust optimization problems with \(k\)-th order stochastic dominance constraints induced by full random quadratic recourse. (English) Zbl 07267879 J. Math. Anal. Appl. 493, No. 2, Article ID 124564, 24 p. (2021). MSC: 90C17 90C31 PDF BibTeX XML Cite \textit{S. Zhang} et al., J. Math. Anal. Appl. 493, No. 2, Article ID 124564, 24 p. (2021; Zbl 07267879) Full Text: DOI OpenURL
Fang, Rui; Li, Xiaohu A stochastic model of cyber attacks with imperfect detection. (English) Zbl 07528885 Commun. Stat., Theory Methods 49, No. 9, 2158-2175 (2020). MSC: 62-XX PDF BibTeX XML Cite \textit{R. Fang} and \textit{X. Li}, Commun. Stat., Theory Methods 49, No. 9, 2158--2175 (2020; Zbl 07528885) Full Text: DOI OpenURL
Fritz, Tobias; Perrone, Paolo Monads, partial evaluations, and rewriting. (English) Zbl 07516374 Johann, Patricia (ed.), Proceedings of the 36th conference on mathematical foundations of programming semantics, MFPS XXXVI, virtual conference, June 2–6, 2020. Amsterdam: Elsevier. Electron. Notes Theor. Comput. Sci. 352, 129-148 (2020). MSC: 68N30 68Q55 PDF BibTeX XML Cite \textit{T. Fritz} and \textit{P. Perrone}, Electron. Notes Theor. Comput. Sci. 352, 129--148 (2020; Zbl 07516374) Full Text: DOI OpenURL
Xue, Meng; Shi, Yun; Sun, Hailin Portfolio optimization with relaxation of stochastic second order dominance constraints via conditional value at risk. (English) Zbl 1476.91163 J. Ind. Manag. Optim. 16, No. 6, 2581-2602 (2020). MSC: 91G10 90C15 PDF BibTeX XML Cite \textit{M. Xue} et al., J. Ind. Manag. Optim. 16, No. 6, 2581--2602 (2020; Zbl 1476.91163) Full Text: DOI OpenURL
Chen, Zhe; Chen, Guang-Ya The multidimensional auctions with asymmetric suppliers. (English) Zbl 1461.91135 J. Nonlinear Convex Anal. 21, No. 5, 1047-1065 (2020). MSC: 91B26 91B69 60E15 PDF BibTeX XML Cite \textit{Z. Chen} and \textit{G.-Y. Chen}, J. Nonlinear Convex Anal. 21, No. 5, 1047--1065 (2020; Zbl 1461.91135) Full Text: Link OpenURL
Kamihigashi, Takashi; Stachurski, John Partial stochastic dominance via optimal transport. (English) Zbl 1479.60042 Oper. Res. Lett. 48, No. 5, 584-586 (2020). Reviewer: Oleg K. Zakusilo (Kyïv) MSC: 60E15 49Q22 PDF BibTeX XML Cite \textit{T. Kamihigashi} and \textit{J. Stachurski}, Oper. Res. Lett. 48, No. 5, 584--586 (2020; Zbl 1479.60042) Full Text: DOI OpenURL
Bednorz, Witold; Tkocz, Tomasz Stochastic dominance and weak concentration for sums of independent symmetric random vectors. (English) Zbl 1466.60030 Int. Math. Res. Not. 2020, No. 23, 8997-9010 (2020). Reviewer: Taizhong Hu (Hefei) MSC: 60E15 60B11 PDF BibTeX XML Cite \textit{W. Bednorz} and \textit{T. Tkocz}, Int. Math. Res. Not. 2020, No. 23, 8997--9010 (2020; Zbl 1466.60030) Full Text: DOI arXiv OpenURL
Lando, Tommaso; Bertoli-Barsotti, Lucio Stochastic dominance relations for generalised parametric distributions obtained through composition. (English) Zbl 1459.60049 Metron 78, No. 3, 297-311 (2020). MSC: 60E15 60E05 PDF BibTeX XML Cite \textit{T. Lando} and \textit{L. Bertoli-Barsotti}, Metron 78, No. 3, 297--311 (2020; Zbl 1459.60049) Full Text: DOI OpenURL
Zhang, Jianling Multi-samples testing for second stochastic dominance against unrestricted alternative. (Chinese. English summary) Zbl 1463.62174 Acta Math. Sci., Ser. A, Chin. Ed. 40, No. 1, 212-220 (2020). MSC: 62H15 62H10 PDF BibTeX XML Cite \textit{J. Zhang}, Acta Math. Sci., Ser. A, Chin. Ed. 40, No. 1, 212--220 (2020; Zbl 1463.62174) OpenURL
Guastaroba, Gianfranco; Mansini, Renata; Ogryczak, Wlodzimierz; Speranza, M. Grazia Enhanced index tracking with CVaR-based ratio measures. (English) Zbl 1455.91236 Ann. Oper. Res. 292, No. 2, 883-931 (2020). MSC: 91G10 91G70 60E15 90C05 90C29 PDF BibTeX XML Cite \textit{G. Guastaroba} et al., Ann. Oper. Res. 292, No. 2, 883--931 (2020; Zbl 1455.91236) Full Text: DOI OpenURL
Bonomelli, Marco; Giacometti, Rosella; Ortobelli Lozza, Sergio Joint tails impact in stochastic volatility portfolio selection models. (English) Zbl 1455.91232 Ann. Oper. Res. 292, No. 2, 833-848 (2020). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 91G10 60E15 60J28 PDF BibTeX XML Cite \textit{M. Bonomelli} et al., Ann. Oper. Res. 292, No. 2, 833--848 (2020; Zbl 1455.91232) Full Text: DOI OpenURL
Jokung, Octave; Mitra, Sovan Health care investment: the case of multiple sources of risk. (English) Zbl 1454.91057 Asia-Pac. Financ. Mark. 27, No. 2, 231-255 (2020). MSC: 91B05 60E15 PDF BibTeX XML Cite \textit{O. Jokung} and \textit{S. Mitra}, Asia-Pac. Financ. Mark. 27, No. 2, 231--255 (2020; Zbl 1454.91057) Full Text: DOI OpenURL
Nendel, Max A note on stochastic dominance, uniform integrability and lattice properties. (English) Zbl 1459.60053 Bull. Lond. Math. Soc. 52, No. 5, 907-923 (2020). Reviewer: Taizhong Hu (Hefei) MSC: 60E15 60B10 PDF BibTeX XML Cite \textit{M. Nendel}, Bull. Lond. Math. Soc. 52, No. 5, 907--923 (2020; Zbl 1459.60053) Full Text: DOI arXiv OpenURL
Kim, Iltae; Kim, Soojong; Ryu, Suyeol Some relationships among FSD shifts and R-S increases in risk. (English) Zbl 1452.91091 Hosoe, Moriki (ed.) et al., Applied economic analysis of information and risk. Singapore: Springer. 179-185 (2020). MSC: 91B06 60E15 PDF BibTeX XML Cite \textit{I. Kim} et al., in: Applied economic analysis of information and risk. Singapore: Springer. 179--185 (2020; Zbl 1452.91091) Full Text: DOI OpenURL
Kim, Iltae; Kim, Soojong; Ryu, Suyeol The subclasses of first-degree stochastic dominance (FSD) shifts and their comparative statics. (English) Zbl 1452.91090 Hosoe, Moriki (ed.) et al., Applied economic analysis of information and risk. Singapore: Springer. 141-157 (2020). MSC: 91B06 60E15 PDF BibTeX XML Cite \textit{I. Kim} et al., in: Applied economic analysis of information and risk. Singapore: Springer. 141--157 (2020; Zbl 1452.91090) Full Text: DOI OpenURL
Kim, Iltae; Ryu, Suyeol General stochastic dominance rules. (English) Zbl 1452.91092 Hosoe, Moriki (ed.) et al., Applied economic analysis of information and risk. Singapore: Springer. 127-140 (2020). MSC: 91B06 91B16 60E15 PDF BibTeX XML Cite \textit{I. Kim} and \textit{S. Ryu}, in: Applied economic analysis of information and risk. Singapore: Springer. 127--140 (2020; Zbl 1452.91092) Full Text: DOI OpenURL
Duan, Fujian; Wen, Yangu Estimation of upper and lower bounds for determinants of strictly doubly diagonally dominant matrices. (Chinese. English summary) Zbl 1463.15018 Math. Appl. 33, No. 2, 463-474 (2020). MSC: 15A15 15A42 15B51 PDF BibTeX XML Cite \textit{F. Duan} and \textit{Y. Wen}, Math. Appl. 33, No. 2, 463--474 (2020; Zbl 1463.15018) OpenURL
Lv, Jian; Xiao, Ze-Hao; Pang, Li-Ping An incremental bundle method for portfolio selection problem under second-order stochastic dominance. (English) Zbl 1461.91281 Numer. Algorithms 85, No. 2, 653-681 (2020). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 91G10 60E15 PDF BibTeX XML Cite \textit{J. Lv} et al., Numer. Algorithms 85, No. 2, 653--681 (2020; Zbl 1461.91281) Full Text: DOI OpenURL
Loubergé, Henri; Malevergne, Yannick; Rey, Béatrice New results for additive and multiplicative risk apportionment. (English) Zbl 1450.91010 J. Math. Econ. 90, 140-151 (2020). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91B05 60E15 PDF BibTeX XML Cite \textit{H. Loubergé} et al., J. Math. Econ. 90, 140--151 (2020; Zbl 1450.91010) Full Text: DOI Link OpenURL
Lando, Tommaso; Bertoli-Barsotti, Lucio Distorted stochastic dominance: a generalized family of stochastic orders. (English) Zbl 1451.91043 J. Math. Econ. 90, 132-139 (2020). Reviewer: Karel Zimmermann (Praha) MSC: 91B06 60E15 PDF BibTeX XML Cite \textit{T. Lando} and \textit{L. Bertoli-Barsotti}, J. Math. Econ. 90, 132--139 (2020; Zbl 1451.91043) Full Text: DOI arXiv OpenURL
Mohanan, Jitesh; Kothuri, Naveen; Bhikkaji, Bharath The target guarding problem: a real time solution for noise corrupted measurements. (English) Zbl 1447.93351 Eur. J. Control 54, 111-118 (2020). MSC: 93E11 91A24 91A80 PDF BibTeX XML Cite \textit{J. Mohanan} et al., Eur. J. Control 54, 111--118 (2020; Zbl 1447.93351) Full Text: DOI OpenURL
Luo, Chunling; Tan, Chin Hon Almost stochastic dominance for most risk-averse decision makers. (English) Zbl 1440.90016 Decis. Anal. 17, No. 2, 169-184 (2020). MSC: 90B50 PDF BibTeX XML Cite \textit{C. Luo} and \textit{C. H. Tan}, Decis. Anal. 17, No. 2, 169--184 (2020; Zbl 1440.90016) Full Text: DOI OpenURL
Montes, Ignacio; Salamanca, Juan Jesús; Montes, Susana A modified version of stochastic dominance involving dependence. (English) Zbl 1450.60014 Stat. Probab. Lett. 165, Article ID 108848, 11 p. (2020). MSC: 60E15 62H05 PDF BibTeX XML Cite \textit{I. Montes} et al., Stat. Probab. Lett. 165, Article ID 108848, 11 p. (2020; Zbl 1450.60014) Full Text: DOI OpenURL
Chang, Yuan-Tsung; Shinozaki, Nobuo; Strawderman, William E. Pitman closeness domination in predictive density estimation for two-ordered normal means under \(\alpha \)-divergence loss. (English) Zbl 1446.62111 Jpn. J. Stat. Data Sci. 3, No. 1, 1-21 (2020). MSC: 62G07 62G30 PDF BibTeX XML Cite \textit{Y.-T. Chang} et al., Jpn. J. Stat. Data Sci. 3, No. 1, 1--21 (2020; Zbl 1446.62111) Full Text: DOI OpenURL
Fu, Yongbin; Sun, Hailin Multi-product newsvendor problem with constraints of second order stochastic dominance and order capability. (Chinese. English summary) Zbl 1449.90005 Chin. J. Eng. Math. 37, No. 1, 1-15 (2020). MSC: 90B05 PDF BibTeX XML Cite \textit{Y. Fu} and \textit{H. Sun}, Chin. J. Eng. Math. 37, No. 1, 1--15 (2020; Zbl 1449.90005) Full Text: DOI OpenURL
Heinsalu, Sander Reversals of signal-posterior monotonicity imply a bias of screening. (English) Zbl 1447.91046 J. Econ. Theory 188, Article ID 105073, 12 p. (2020). MSC: 91B06 60E15 PDF BibTeX XML Cite \textit{S. Heinsalu}, J. Econ. Theory 188, Article ID 105073, 12 p. (2020; Zbl 1447.91046) Full Text: DOI arXiv OpenURL
Drugov, Mikhail; Ryvkin, Dmitry How noise affects effort in tournaments. (English) Zbl 1447.91005 J. Econ. Theory 188, Article ID 105065, 22 p. (2020). MSC: 91A10 60E15 PDF BibTeX XML Cite \textit{M. Drugov} and \textit{D. Ryvkin}, J. Econ. Theory 188, Article ID 105065, 22 p. (2020; Zbl 1447.91005) Full Text: DOI OpenURL
Yang, Liu; Tong, Xiaojiao; Xiong, Yao; Shen, Feifei A smoothing SAA algorithm for a portfolio choice model based on second-order stochastic dominance measures. (English) Zbl 1449.90273 J. Ind. Manag. Optim. 16, No. 3, 1171-1185 (2020). MSC: 90C15 90C05 90C30 91G10 PDF BibTeX XML Cite \textit{L. Yang} et al., J. Ind. Manag. Optim. 16, No. 3, 1171--1185 (2020; Zbl 1449.90273) Full Text: DOI OpenURL
Arvanitis, Stelios; Scaillet, Olivier; Topaloglou, Nikolas Spanning tests for Markowitz stochastic dominance. (English) Zbl 1456.62081 J. Econom. 217, No. 2, 291-311 (2020). MSC: 62G10 62G09 91B16 91G10 62P05 PDF BibTeX XML Cite \textit{S. Arvanitis} et al., J. Econom. 217, No. 2, 291--311 (2020; Zbl 1456.62081) Full Text: DOI arXiv Link OpenURL
Roponen, Juho; Ríos Insua, David; Salo, Ahti Adversarial risk analysis under partial information. (English) Zbl 1443.91117 Eur. J. Oper. Res. 287, No. 1, 306-316 (2020). MSC: 91B06 91A80 PDF BibTeX XML Cite \textit{J. Roponen} et al., Eur. J. Oper. Res. 287, No. 1, 306--316 (2020; Zbl 1443.91117) Full Text: DOI OpenURL
Mao, Tiantian; Wang, Ruodu Risk aversion in regulatory capital principles. (English) Zbl 1443.91254 SIAM J. Financ. Math. 11, No. 1, 169-200 (2020). MSC: 91G05 91G70 60E15 PDF BibTeX XML Cite \textit{T. Mao} and \textit{R. Wang}, SIAM J. Financ. Math. 11, No. 1, 169--200 (2020; Zbl 1443.91254) Full Text: DOI OpenURL
Liesiö, Juuso; Xu, Peng; Kuosmanen, Timo Portfolio diversification based on stochastic dominance under incomplete probability information. (English) Zbl 1443.91265 Eur. J. Oper. Res. 286, No. 2, 755-768 (2020). MSC: 91G10 60E15 PDF BibTeX XML Cite \textit{J. Liesiö} et al., Eur. J. Oper. Res. 286, No. 2, 755--768 (2020; Zbl 1443.91265) Full Text: DOI OpenURL
Escudero, Laureano F.; Garín, M. Araceli; Monge, Juan F.; Unzueta, Aitziber Some matheuristic algorithms for multistage stochastic optimization models with endogenous uncertainty and risk management. (English) Zbl 1443.90261 Eur. J. Oper. Res. 285, No. 3, 988-1001 (2020). MSC: 90C15 90C11 90C59 PDF BibTeX XML Cite \textit{L. F. Escudero} et al., Eur. J. Oper. Res. 285, No. 3, 988--1001 (2020; Zbl 1443.90261) Full Text: DOI OpenURL
Pichler, Alois; Schlotter, Ruben Entropy based risk measures. (English) Zbl 1441.91091 Eur. J. Oper. Res. 285, No. 1, 223-236 (2020). MSC: 91G70 91B05 90C15 94A17 PDF BibTeX XML Cite \textit{A. Pichler} and \textit{R. Schlotter}, Eur. J. Oper. Res. 285, No. 1, 223--236 (2020; Zbl 1441.91091) Full Text: DOI arXiv OpenURL
Topaloglou, Nikolas; Tsionas, Mike G. Stochastic dominance tests. (English) Zbl 07197825 J. Econ. Dyn. Control 112, Article ID 103849, 22 p. (2020). MSC: 91-XX PDF BibTeX XML Cite \textit{N. Topaloglou} and \textit{M. G. Tsionas}, J. Econ. Dyn. Control 112, Article ID 103849, 22 p. (2020; Zbl 07197825) Full Text: DOI OpenURL
Lando, Tommaso; Bertoli-Barsotti, Lucio Second-order stochastic dominance for decomposable multiparametric families with applications to order statistics. (English) Zbl 1436.62057 Stat. Probab. Lett. 159, Article ID 108691, 5 p. (2020). MSC: 62E10 60E15 62G30 PDF BibTeX XML Cite \textit{T. Lando} and \textit{L. Bertoli-Barsotti}, Stat. Probab. Lett. 159, Article ID 108691, 5 p. (2020; Zbl 1436.62057) Full Text: DOI OpenURL
Chun, Youngsub; Yun, Kiyong Upper-contour strategy-proofness in the probabilistic assignment problem. (English) Zbl 1436.91072 Soc. Choice Welfare 54, No. 4, 667-687 (2020). MSC: 91B32 60E15 PDF BibTeX XML Cite \textit{Y. Chun} and \textit{K. Yun}, Soc. Choice Welfare 54, No. 4, 667--687 (2020; Zbl 1436.91072) Full Text: DOI OpenURL
Mosler, Karl Commentary on “From unidimensional to multidimensional inequality: a review”. (English) Zbl 1436.62169 Metron 78, No. 1, 51-54 (2020). MSC: 62G30 62H12 60E15 62P20 PDF BibTeX XML Cite \textit{K. Mosler}, Metron 78, No. 1, 51--54 (2020; Zbl 1436.62169) Full Text: DOI OpenURL
Andreoli, Francesco; Zoli, Claudio From unidimensional to multidimensional inequality: a review. (English) Zbl 1436.62164 Metron 78, No. 1, 5-42 (2020). MSC: 62G30 62H12 60E15 62P20 62-02 PDF BibTeX XML Cite \textit{F. Andreoli} and \textit{C. Zoli}, Metron 78, No. 1, 5--42 (2020; Zbl 1436.62164) Full Text: DOI OpenURL
Adusumilli, Karun; Kurisu, Daisuke; Otsu, Taisuke; Whang, Yoon-Jae Inference on distribution functions under measurement error. (English) Zbl 1456.62057 J. Econom. 215, No. 1, 131-164 (2020). MSC: 62G07 62G15 62G20 62P20 PDF BibTeX XML Cite \textit{K. Adusumilli} et al., J. Econom. 215, No. 1, 131--164 (2020; Zbl 1456.62057) Full Text: DOI Link OpenURL
Daum, Sebastian; Kuhn, Fabian; Maus, Yannic Rumor spreading with bounded in-degree. (English) Zbl 1432.68017 Theor. Comput. Sci. 810, 43-57 (2020). MSC: 68M12 68M10 68R10 PDF BibTeX XML Cite \textit{S. Daum} et al., Theor. Comput. Sci. 810, 43--57 (2020; Zbl 1432.68017) Full Text: DOI arXiv OpenURL
Pinar, Mehmet; Stengos, Thanasis; Topaloglou, Nikolas On the construction of a feasible range of multidimensional poverty under benchmark weight uncertainty. (English) Zbl 1431.91149 Eur. J. Oper. Res. 281, No. 2, 415-427 (2020). MSC: 91B15 90C11 PDF BibTeX XML Cite \textit{M. Pinar} et al., Eur. J. Oper. Res. 281, No. 2, 415--427 (2020; Zbl 1431.91149) Full Text: DOI OpenURL
Huang, Rachel J.; Tzeng, Larry; Wang, Jr-Yan; Zhao, Lin Operational asymptotic stochastic dominance. (English) Zbl 1431.91360 Eur. J. Oper. Res. 280, No. 1, 312-322 (2020). MSC: 91G10 60E15 91B16 PDF BibTeX XML Cite \textit{R. J. Huang} et al., Eur. J. Oper. Res. 280, No. 1, 312--322 (2020; Zbl 1431.91360) Full Text: DOI OpenURL
Chen, Tingqiang; Wang, Jiepeng; Liu, Haifei; He, Yuanping Contagion model on counterparty credit risk in the CRT market by considering the heterogeneity of counterparties and preferential-random mixing attachment. (English) Zbl 07560450 Physica A 520, 458-480 (2019). MSC: 91-XX 90-XX PDF BibTeX XML Cite \textit{T. Chen} et al., Physica A 520, 458--480 (2019; Zbl 07560450) Full Text: DOI OpenURL
Chen, Zhi; Sim, Melvyn; Xu, Huan Distributionally robust optimization with infinitely constrained ambiguity sets. (English) Zbl 1455.90117 Oper. Res. 67, No. 5, 1328-1344 (2019). MSC: 90C17 90C15 PDF BibTeX XML Cite \textit{Z. Chen} et al., Oper. Res. 67, No. 5, 1328--1344 (2019; Zbl 1455.90117) Full Text: DOI Link OpenURL
Vinod, Hrishikesh D. New exogeneity tests and causal paths. (English) Zbl 1439.62248 Vinod, Hrishikesh D. (ed.) et al., Conceptual econometrics using R. Amsterdam: Elsevier/North Holland. Handb. Stat. 41, 33-64 (2019). MSC: 62P20 62F40 05C90 60E15 PDF BibTeX XML Cite \textit{H. D. Vinod}, Handb. Stat. 41, 33--64 (2019; Zbl 1439.62248) Full Text: DOI OpenURL
Hu, Yunhe; Fan, Kun Characterizations on almost stochastic dominance revisited. (English) Zbl 1449.60026 Chin. J. Appl. Probab. Stat. 35, No. 4, 433-440 (2019). MSC: 60E15 PDF BibTeX XML Cite \textit{Y. Hu} and \textit{K. Fan}, Chin. J. Appl. Probab. Stat. 35, No. 4, 433--440 (2019; Zbl 1449.60026) Full Text: DOI OpenURL
Yu, Hai-Bo Stochastic monotonicity of the mean-CVaRs and their applications to inventory systems with stockout cost: a transformation approach. (English) Zbl 07229564 Li, Quan-Lin (ed.) et al., Stochastic models in reliability, network security and system safety. Essays dedicated to Professor Jinhua Cao on the occasion of his 80th birthday. Singapore: Springer. Commun. Comput. Inf. Sci. 1102, 72-115 (2019). MSC: 68Mxx PDF BibTeX XML Cite \textit{H.-B. Yu}, Commun. Comput. Inf. Sci. 1102, 72--115 (2019; Zbl 07229564) Full Text: DOI OpenURL
Chakravarty, Satya R.; Zoli, Claudio Stochastic dominance relations for integer variables. (English) Zbl 1443.91151 Chakravarty, Satya R. (ed.), Poverty, social exclusion and stochastic dominance. Collected essays dedicated to the memory of Tony Atkinson. Singapore: Springer. Themes Econom., 211-222 (2019). MSC: 91B15 60E15 PDF BibTeX XML Cite \textit{S. R. Chakravarty} and \textit{C. Zoli}, in: Poverty, social exclusion and stochastic dominance. Collected essays dedicated to the memory of Tony Atkinson. Singapore: Springer. 211--222 (2019; Zbl 1443.91151) Full Text: DOI OpenURL
Angelov, Angel G.; Ekström, Magnus; Kriström, Bengt; Nilsson, Mats E. Four-decision tests for stochastic dominance, with an application to environmental psychophysics. (English) Zbl 1437.91371 J. Math. Psychol. 93, Article ID 102281, 12 p. (2019). MSC: 91E30 60E15 PDF BibTeX XML Cite \textit{A. G. Angelov} et al., J. Math. Psychol. 93, Article ID 102281, 12 p. (2019; Zbl 1437.91371) Full Text: DOI OpenURL
Zhang, Ru; Yang, Cheng-Ta; Kujala, Janne V. Testing selective influence directly using trackball movement tasks. (English) Zbl 1437.91376 J. Math. Psychol. 92, Article ID 102273, 21 p. (2019). MSC: 91E30 60E15 PDF BibTeX XML Cite \textit{R. Zhang} et al., J. Math. Psychol. 92, Article ID 102273, 21 p. (2019; Zbl 1437.91376) Full Text: DOI arXiv OpenURL
Schweickert, Richard; Zheng, Xiaofang Multinomial processing trees with response times: changing speed and accuracy by selectively influencing a vertex. (English) Zbl 1437.91364 J. Math. Psychol. 92, Article ID 102254, 12 p. (2019). MSC: 91E10 60E15 PDF BibTeX XML Cite \textit{R. Schweickert} and \textit{X. Zheng}, J. Math. Psychol. 92, Article ID 102254, 12 p. (2019; Zbl 1437.91364) Full Text: DOI OpenURL
Bi, Hongwei; Zhu, Wei The non-integer higher-order stochastic dominance. (English) Zbl 1476.91041 Oper. Res. Lett. 47, No. 2, 77-82 (2019). MSC: 91B06 60E15 PDF BibTeX XML Cite \textit{H. Bi} and \textit{W. Zhu}, Oper. Res. Lett. 47, No. 2, 77--82 (2019; Zbl 1476.91041) Full Text: DOI OpenURL
Beyhaghi, Hedyeh; Weinberg, S. Matthew Optimal (and benchmark-optimal) competition complexity for additive buyers over independent items. (English) Zbl 1437.91214 Charikar, Moses (ed.) et al., Proceedings of the 51st annual ACM SIGACT symposium on theory of computing, STOC ’19, Phoenix, AZ, USA, June 23–26, 2019. New York, NY: Association for Computing Machinery (ACM). 686-696 (2019). MSC: 91B26 91B03 91A68 60E15 PDF BibTeX XML Cite \textit{H. Beyhaghi} and \textit{S. M. Weinberg}, in: Proceedings of the 51st annual ACM SIGACT symposium on theory of computing, STOC '19, Phoenix, AZ, USA, June 23--26, 2019. New York, NY: Association for Computing Machinery (ACM). 686--696 (2019; Zbl 1437.91214) Full Text: DOI arXiv Link OpenURL
Henriksen, Tom Erik Sønsteng; Pichler, Alois; Westgaard, Sjur; Frydenberg, Stein Can commodities dominate stock and bond portfolios? (English) Zbl 1433.91156 Ann. Oper. Res. 282, No. 1-2, 155-177 (2019). MSC: 91G10 60E15 62P05 PDF BibTeX XML Cite \textit{T. E. S. Henriksen} et al., Ann. Oper. Res. 282, No. 1--2, 155--177 (2019; Zbl 1433.91156) Full Text: DOI OpenURL