Montes, Ignacio; Martinetti, Davide; Díaz, Susana; Montes, Susana Interpretation of statistical preference in terms of location parameters. (English) Zbl 07683459 INFOR 53, No. 1, 1-12 (2015). MSC: 90-XX PDFBibTeX XMLCite \textit{I. Montes} et al., INFOR 53, No. 1, 1--12 (2015; Zbl 07683459) Full Text: DOI
Iori, Giulia; Kapar, Burcu; Olmo, Jose Bank characteristics and the interbank money market: a distributional approach. (English) Zbl 1506.62514 Stud. Nonlinear Dyn. Econom. 19, No. 3, 249-283 (2015). MSC: 62P20 62G07 62G10 91G70 PDFBibTeX XMLCite \textit{G. Iori} et al., Stud. Nonlinear Dyn. Econom. 19, No. 3, 249--283 (2015; Zbl 1506.62514) Full Text: DOI
Chang, Minsu; Lee, Sokbae; Whang, Yoon-Jae Nonparametric tests of conditional treatment effects with an application to single-sex schooling on academic achievements. (English) Zbl 1521.62068 Econom. J. 18, No. 3, 307-346 (2015). MSC: 62G10 62G20 62P25 PDFBibTeX XMLCite \textit{M. Chang} et al., Econom. J. 18, No. 3, 307--346 (2015; Zbl 1521.62068) Full Text: DOI
Kreinovich, Vladik; Nguyen, Hung T.; Sriboonchitta, Songsak What if we only have approximate stochastic dominance? (English) Zbl 1418.91162 Huynh, Van-Nam (ed.) et al., Econometrics of risk. Cham: Springer. Stud. Comput. Intell. 583, 53-61 (2015). MSC: 91B06 60E15 PDFBibTeX XMLCite \textit{V. Kreinovich} et al., Stud. Comput. Intell. 583, 53--61 (2015; Zbl 1418.91162) Full Text: DOI
Hodder, James E.; Jackwerth, Jens Carsten; Kolokolova, Olga Improved portfolio choice using second-order stochastic dominance. (English) Zbl 1417.91453 Rev. Finance 19, No. 4, 1623-1647 (2015). MSC: 91G10 60E15 62P05 PDFBibTeX XMLCite \textit{J. E. Hodder} et al., Rev. Finance 19, No. 4, 1623--1647 (2015; Zbl 1417.91453) Full Text: DOI Link
Tan, Chin Hon Weighted almost stochastic dominance: revealing the preferences of most decision makers in the St. Petersburg paradox. (English) Zbl 1398.91204 Decis. Anal. 12, No. 2, 74-80 (2015). MSC: 91B06 91B08 60E15 PDFBibTeX XMLCite \textit{C. H. Tan}, Decis. Anal. 12, No. 2, 74--80 (2015; Zbl 1398.91204) Full Text: DOI
Seshadri, Ashwin K. Nonconvex equilibrium prices in prediction markets. (English) Zbl 1398.91282 Decis. Anal. 12, No. 1, 1-14 (2015). MSC: 91B24 60E15 PDFBibTeX XMLCite \textit{A. K. Seshadri}, Decis. Anal. 12, No. 1, 1--14 (2015; Zbl 1398.91282) Full Text: DOI
Bai, Zhidong; Li, Hua; McAleer, Michael; Wong, Wing-Keung Stochastic dominance statistics for risk averters and risk seekers: an analysis of stock preferences for USA and China. (English) Zbl 1398.62276 Quant. Finance 15, No. 5, 889-900 (2015). MSC: 62P05 62F40 60E15 PDFBibTeX XMLCite \textit{Z. Bai} et al., Quant. Finance 15, No. 5, 889--900 (2015; Zbl 1398.62276) Full Text: DOI Link
Lazzati, Natalia Treatment response with social interactions: partial identification via monotone comparative statics. (English) Zbl 1396.62276 Quant. Econ. 6, No. 1, 49-83 (2015). MSC: 62P20 60E15 91D10 PDFBibTeX XMLCite \textit{N. Lazzati}, Quant. Econ. 6, No. 1, 49--83 (2015; Zbl 1396.62276) Full Text: DOI
Pichler, Alois Premiums and reserves, adjusted by distortions. (English) Zbl 1398.91352 Scand. Actuar. J. 2015, No. 4, 332-351 (2015). MSC: 91B30 60E15 62P05 PDFBibTeX XMLCite \textit{A. Pichler}, Scand. Actuar. J. 2015, No. 4, 332--351 (2015; Zbl 1398.91352) Full Text: DOI arXiv
Wang, Li; Gao, Ziyou; Yang, Lixing Criteria for the a priori shortest path generation in uncertain time-varying transportation networks. (English) Zbl 1377.90103 Int. J. Uncertain. Fuzziness Knowl.-Based Syst. 23, No. 6, 807-827 (2015). MSC: 90C35 90B15 PDFBibTeX XMLCite \textit{L. Wang} et al., Int. J. Uncertain. Fuzziness Knowl.-Based Syst. 23, No. 6, 807--827 (2015; Zbl 1377.90103) Full Text: DOI
Yager, Ronald R. On the OWA aggregation with probabilistic inputs. (English) Zbl 1377.91077 Int. J. Uncertain. Fuzziness Knowl.-Based Syst. 23, Suppl. 1, 143-162 (2015). MSC: 91B06 PDFBibTeX XMLCite \textit{R. R. Yager}, Int. J. Uncertain. Fuzziness Knowl.-Based Syst. 23, 143--162 (2015; Zbl 1377.91077) Full Text: DOI
Dentcheva, Darinka; Wolfhagen, Eli Optimization with multivariate stochastic dominance constraints. (English) Zbl 1358.90137 SIAM J. Optim. 25, No. 1, 564-588 (2015). MSC: 90C31 91B70 90C15 PDFBibTeX XMLCite \textit{D. Dentcheva} and \textit{E. Wolfhagen}, SIAM J. Optim. 25, No. 1, 564--588 (2015; Zbl 1358.90137) Full Text: DOI
Escudero, Laureano F.; Monge, Juan Francisco; Romero Morales, Dolores An SDP approach for multiperiod mixed 0-1 linear programming models with stochastic dominance constraints for risk management. (English) Zbl 1348.90502 Comput. Oper. Res. 58, 32-40 (2015). MSC: 90C15 90C11 90C05 90C39 PDFBibTeX XMLCite \textit{L. F. Escudero} et al., Comput. Oper. Res. 58, 32--40 (2015; Zbl 1348.90502) Full Text: DOI
Gutjahr, Walter J. Bi-objective multi-mode project scheduling under risk aversion. (English) Zbl 1346.90404 Eur. J. Oper. Res. 246, No. 2, 421-434 (2015). MSC: 90B36 90C29 90C57 90C15 PDFBibTeX XMLCite \textit{W. J. Gutjahr}, Eur. J. Oper. Res. 246, No. 2, 421--434 (2015; Zbl 1346.90404) Full Text: DOI
Amit, R. K.; Mehta, Peeyush; Tripathi, Rajeev R. Optimal shelf-space stocking policy using stochastic dominance under supply-driven demand uncertainty. (English) Zbl 1346.90010 Eur. J. Oper. Res. 246, No. 1, 339-342 (2015). MSC: 90B05 90B60 PDFBibTeX XMLCite \textit{R. K. Amit} et al., Eur. J. Oper. Res. 246, No. 1, 339--342 (2015; Zbl 1346.90010) Full Text: DOI
Wen, Ping; Jia, Daming The research of linear decision on two actions based on expected utility theory. (Chinese. English summary) Zbl 1349.90511 Math. Pract. Theory 45, No. 19, 131-134 (2015). MSC: 90B50 91B06 PDFBibTeX XMLCite \textit{P. Wen} and \textit{D. Jia}, Math. Pract. Theory 45, No. 19, 131--134 (2015; Zbl 1349.90511)
Yu, Haibo; Yang, Fengjie Study of inventory decisions and coordination of supply chain with multiple risk preference retailers under stochastic demand. (Chinese. English summary) Zbl 1349.90147 Control Decis. 30, No. 12, 2219-2224 (2015). MSC: 90B06 90B50 PDFBibTeX XMLCite \textit{H. Yu} and \textit{F. Yang}, Control Decis. 30, No. 12, 2219--2224 (2015; Zbl 1349.90147) Full Text: DOI
Levy, Moshe; Kaplanski, Guy Portfolio selection in a two-regime world. (English) Zbl 1341.91126 Eur. J. Oper. Res. 242, No. 2, 514-524 (2015). MSC: 91G10 62J10 91G70 62P05 PDFBibTeX XMLCite \textit{M. Levy} and \textit{G. Kaplanski}, Eur. J. Oper. Res. 242, No. 2, 514--524 (2015; Zbl 1341.91126) Full Text: DOI
Bieta, Volker Signaling theory revisited: a very short insurance case. (English) Zbl 1358.91065 Ann. Oper. Res. 235, 75-84 (2015). MSC: 91B30 91A28 PDFBibTeX XMLCite \textit{V. Bieta}, Ann. Oper. Res. 235, 75--84 (2015; Zbl 1358.91065) Full Text: DOI
Yu, Chao; Fan, Zhiping A multiple attribute decision making method with attribute aspirations in the form of random variable. (Chinese. English summary) Zbl 1340.90147 Control Decis. 30, No. 8, 1434-1440 (2015). MSC: 90B50 PDFBibTeX XMLCite \textit{C. Yu} and \textit{Z. Fan}, Control Decis. 30, No. 8, 1434--1440 (2015; Zbl 1340.90147) Full Text: DOI
Manesh, Sirous Fathi; Khaledi, Baha-Eldin Allocations of policy limits and ordering relations for aggregate remaining claims. (English) Zbl 1348.91174 Insur. Math. Econ. 65, 9-14 (2015). MSC: 91B30 60E15 62P05 PDFBibTeX XMLCite \textit{S. F. Manesh} and \textit{B.-E. Khaledi}, Insur. Math. Econ. 65, 9--14 (2015; Zbl 1348.91174) Full Text: DOI
Turner, Amanda; Whitehead, John Partial stochastic dominance for the multivariate Gaussian distribution. (English) Zbl 1328.60055 Stat. Probab. Lett. 103, 80-85 (2015). MSC: 60E15 62E17 62G30 PDFBibTeX XMLCite \textit{A. Turner} and \textit{J. Whitehead}, Stat. Probab. Lett. 103, 80--85 (2015; Zbl 1328.60055) Full Text: DOI arXiv Link
Tsetlin, Ilia; Winkler, Robert L.; Huang, Rachel J.; Tzeng, Larry Y. Generalized almost stochastic dominance. (English) Zbl 1372.91030 Oper. Res. 63, No. 2, 363-377 (2015). MSC: 91B06 60E15 PDFBibTeX XMLCite \textit{I. Tsetlin} et al., Oper. Res. 63, No. 2, 363--377 (2015; Zbl 1372.91030) Full Text: DOI
Denuit, Michel M.; Huang, Rachel J.; Tzeng, Larry Y. Almost expectation and excess dependence notions. (English) Zbl 1378.91113 Theory Decis. 79, No. 3, 375-401 (2015). MSC: 91G10 60E15 PDFBibTeX XMLCite \textit{M. M. Denuit} et al., Theory Decis. 79, No. 3, 375--401 (2015; Zbl 1378.91113) Full Text: DOI Link
Aziz, Haris; Brandl, Florian; Brandt, Felix Universal Pareto dominance and welfare for plausible utility functions. (English) Zbl 1368.91083 J. Math. Econ. 60, 123-133 (2015). MSC: 91B16 91B14 PDFBibTeX XMLCite \textit{H. Aziz} et al., J. Math. Econ. 60, 123--133 (2015; Zbl 1368.91083) Full Text: DOI
Schreiber, Amnon A note on Aumann and Serrano’s index of riskiness. (English) Zbl 1321.91029 Econ. Lett. 131, 9-11 (2015). MSC: 91B06 91A60 91B16 91B82 PDFBibTeX XMLCite \textit{A. Schreiber}, Econ. Lett. 131, 9--11 (2015; Zbl 1321.91029) Full Text: DOI
Kaňková, Vlasta; Houda, Michal Thin and heavy tails in stochastic programming. (English) Zbl 1340.90173 Kybernetika 51, No. 3, 433-456 (2015). MSC: 90C15 60B05 PDFBibTeX XMLCite \textit{V. Kaňková} and \textit{M. Houda}, Kybernetika 51, No. 3, 433--456 (2015; Zbl 1340.90173) Full Text: DOI Link
Bilson, John F. O.; Kang, Sang Baum; Luo, Hong The term structure of implied dividend yields and expected returns. (English) Zbl 1321.91116 Econ. Lett. 128, 9-13 (2015). MSC: 91G70 62P05 91B82 PDFBibTeX XMLCite \textit{J. F. O. Bilson} et al., Econ. Lett. 128, 9--13 (2015; Zbl 1321.91116) Full Text: DOI
Kaňková, V.; Omelchenko, V. Empirical estimates in stochastic programs with probability and second order stochastic dominance constraints. (English) Zbl 1349.90658 Acta Math. Univ. Comen., New Ser. 84, No. 2, 267-281 (2015). Reviewer: Jitka Dupačová (Praha) MSC: 90C15 PDFBibTeX XMLCite \textit{V. Kaňková} and \textit{V. Omelchenko}, Acta Math. Univ. Comen., New Ser. 84, No. 2, 267--281 (2015; Zbl 1349.90658)
Zhang, Jianling; Zhang, Zhongzhan Multi-sample test based on bootstrap methods for second order stochastic dominance. (English) Zbl 1327.62174 Hacet. J. Math. Stat. 44, No. 2, 503-512 (2015). MSC: 62F15 62G08 PDFBibTeX XMLCite \textit{J. Zhang} and \textit{Z. Zhang}, Hacet. J. Math. Stat. 44, No. 2, 503--512 (2015; Zbl 1327.62174)
Bernard, Carole; Chen, Jit Seng; Vanduffel, Steven Rationalizing investors’ choices. (English) Zbl 1320.91132 J. Math. Econ. 59, 10-23 (2015). MSC: 91G10 PDFBibTeX XMLCite \textit{C. Bernard} et al., J. Math. Econ. 59, 10--23 (2015; Zbl 1320.91132) Full Text: DOI arXiv
Kopa, Miloš; Post, Thierry A general test for SSD portfolio efficiency. (English) Zbl 1318.91185 OR Spectrum 37, No. 3, 703-734 (2015). MSC: 91G10 90C05 PDFBibTeX XMLCite \textit{M. Kopa} and \textit{T. Post}, OR Spectrum 37, No. 3, 703--734 (2015; Zbl 1318.91185) Full Text: DOI
Haskell, William B.; Jain, Rahul A convex analytic approach to risk-aware Markov decision processes. (English) Zbl 1328.90156 SIAM J. Control Optim. 53, No. 3, 1569-1598 (2015). MSC: 90C40 91B30 90C34 49N15 PDFBibTeX XMLCite \textit{W. B. Haskell} and \textit{R. Jain}, SIAM J. Control Optim. 53, No. 3, 1569--1598 (2015; Zbl 1328.90156) Full Text: DOI Link
Chang, Chia-Lin; Jiménez-Martín, Juan-Ángel; Maasoumi, Esfandiar; Pérez-Amaral, Teodosio A stochastic dominance approach to financial risk management strategies. (English) Zbl 1337.91139 J. Econom. 187, No. 2, 472-485 (2015). MSC: 91G70 62M10 62P20 PDFBibTeX XMLCite \textit{C.-L. Chang} et al., J. Econom. 187, No. 2, 472--485 (2015; Zbl 1337.91139) Full Text: DOI Link
Chang, Chia-Lin (ed.); McAleer, Michael (ed.) Econometric analysis of financial derivatives: an overview. (English) Zbl 1314.00084 J. Econom. 187, No. 2, 403-407 (2015). MSC: 00B15 91-06 91G20 91G70 PDFBibTeX XMLCite \textit{C.-L. Chang} (ed.) and \textit{M. McAleer} (ed.), J. Econom. 187, No. 2, 403--407 (2015; Zbl 1314.00084) Full Text: DOI Link
Claus, Matthias; Schultz, Rüdiger Lipschitzian properties and stability of a class of first-order stochastic dominance constraints. (English) Zbl 1322.90054 SIAM J. Optim. 25, No. 1, 396-415 (2015). MSC: 90C15 90C11 60E15 PDFBibTeX XMLCite \textit{M. Claus} and \textit{R. Schultz}, SIAM J. Optim. 25, No. 1, 396--415 (2015; Zbl 1322.90054) Full Text: DOI Link
Zhang, Jianling; Zhang, Zhongzhan; Wang, Weizhen Testing against second-order stochastic dominance of multiple distributions. (English) Zbl 1312.62023 Int. J. Biomath. 8, No. 3, Article ID 1550040, 12 p. (2015). MSC: 62E15 62H10 PDFBibTeX XMLCite \textit{J. Zhang} et al., Int. J. Biomath. 8, No. 3, Article ID 1550040, 12 p. (2015; Zbl 1312.62023) Full Text: DOI
Fujishima, Shota The emergence of cooperation through leadership. (English) Zbl 1329.91015 Int. J. Game Theory 44, No. 1, 17-36 (2015). Reviewer: Anna Jaskiewicz (Wrocław) MSC: 91A20 91A10 91A05 PDFBibTeX XMLCite \textit{S. Fujishima}, Int. J. Game Theory 44, No. 1, 17--36 (2015; Zbl 1329.91015) Full Text: DOI
Nocetti, Diego; Smith, William T. Changes in risk and strategic interaction. (English) Zbl 1329.91009 J. Math. Econ. 56, 37-46 (2015). Reviewer: Anna Jaskiewicz (Wrocław) MSC: 91A10 PDFBibTeX XMLCite \textit{D. Nocetti} and \textit{W. T. Smith}, J. Math. Econ. 56, 37--46 (2015; Zbl 1329.91009) Full Text: DOI