Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
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Showing 1 to 20 of 35 for “"Stochastic Dominance"”.
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Stochastic dominance for project screening and selection under uncertainty
… thesis aims to demonstrate the applicability of Stochastic Dominance as method that can overcome these obstacles. Stochastic Dominance has been shown to be a general method for incorporating risk preferences into the decision-making process. It is consistent with classical decision theory, it …
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The choice-theoretic characterizations of risk changes and risk attitudes in cumulative prospect theory : a stochastic dominance approach
Stochastic dominance provides an effective tool to characterize individuals’ risk attitudes in decision making under risk by comparing risky prospects. The emergence of the cumulative prospect theory (CPT), developed by Kahneman and Tversky (1979) and Tversky and Kahneman (1992), provides a …
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Aplikasi model indeks tunggal dan stochastic dominance dalam analisis portofolio optimal saham: Studi Pada Jakarta Islamic Indeks (JII) di Bursa Efek Indonesia (BEI) periode 2009 sampai 2012
… Penelitian ini menerapkan secara langsung stochastic dominance dan single index model untuk memecahkan masalah pemilihan portofolio. Adapun tujuan dari penelitian ini adalah untuk menganalisis portofolio optimal investasi saham di Bursa Efek Indonesia dengan menggunakan stochastic dominance …
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Dvojúrovňové optimalizačné modely a ich využitie v úlohách optimalizácie portfólia
… in singlelevel problems, and second degree stochastic dominance. Then it presents basic knowledge of bilevel tasks. bilevel problems have several advantages over singlelevel. In one process, it is possible to analyze two different or even conflicting situations. The bilevel role can better …
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Essays on semi-/non-parametric methods in econometrics
… proposed test statistics are functionals of a stochastic process which converges weakly to a centered Gaussian process. The test has non-trivial power against local alternatives at the parametric rate. A subsampling procedure is proposed to obtain critical values. The third chapter considers …
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An Analysis of Alternative Corn Importing Strategies for Taiwan
… the context of mean-variance criterion and stochastic dominance procedures; and finally provides marketing and pricing recommendations to Taiwan importers of corn.
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By how much did the Malawi economic crisis affect the welfare of the people? : evidence from survey data
… decline in the number of poor people in 2013. Stochastic dominance test results show that irrespective of the choice of poverty measure and poverty line, there was no significant change in poverty between the two years save for rural areas in the northern and southern regions of Malawi. These …
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An economic analysis of soybean pest management strategies in Virginia
… revenue were generated and then compared using stochastic dominance analysis. Results from the net revenue comparisons of both expected net revenue and net revenue risk suggest that producers would prefer strategies which incorporate an integrated pest management (IPM) approach to pest control …
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An economic analysis of nitrogen fertilization regimes in Virginia
… on Richmond county, uses the EPIC model and stochastic dominance analysis to compare four different fertilization regimes at the field and farm level; and then uses a sensitivity analysis to examine how the ranking of different regimes are affected by changes in crop prices. Results suggest …
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Inference for Parametric Empirical Processes
… in a different direction, to two-sample tests of stochastic dominance. Tests for any order of dominance are considered, and the distribution of test statistics is shown to be related to the family of iteratively integrated Brownian bridges. A Rice series approximation, used to find boundary …
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The structure of auctions : optimality and efficiency
… question involving transport maps and stochastic dominance relations. As an important application, we prove that a grand bundling mechanism is optimal if and only if two particular measure-theoretic inequalities are satisfied. We also provide several new examples of optimal mechanisms …
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Corn storage marketing strategies for Virginia
… using mean variance analysis and second degree stochastic dominance. The distribution of returns represent the risk associated with each strategy. The results indicate four of the six strategies are worth considering. The strategy with the highest average returns and the highest variance of …
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Essays in economic theory
… of the buyer is decreasing in first order stochastic dominance. The probability of trade is strictly below 1, even if it would be socially efficient to trade. In the second essay, I propose a notion of Rationalizability, called Incomplete Preference Rationalizability, for games with …
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Income inequality and economic growth
… the convergence hypothesis test using a new stochastic dominance method. The baseline analysis is carried out with a sample of 100 countries during the period 1960-2000. Together with the robustness check, the analysis yields results that are consistent with the club convergence hypothesis. …
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Three essays in semi-parametric modelling of time-varying distribution
… horizon. To this end, we use a spatial dominance test. Since a classical stochastic dominance approach considers only the return distribution at the terminal time point of the investment horizon, it cannot properly evaluate the risk, broken out exogenously or endogenously, in the middle …
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A concessionaire selection decision model development and application for the PPP project procurement
… Then, the researcher applied appropriate stochastic analyses including mean-variance, mean semi-variance, stochastic dominance and expected-loss ratio to compare range values of NPV among different bidding proposals. A capable PPP concessionaire with the best project NPV performance can …
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Three Essays on Migration Economics
… Using interstate US migration, I provide stochastic dominance relations on pre-migration earnings that support the implications of the model. These give a stronger test for selection than selection on means. The third chapter presents evidence on the effect of immigrants on aggregate …
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Three essays on productivity and risk, marketing decisions, and changes in well-being over time
… inefficiency, which we measure employing a stochastic production frontier. Among variables capturing environmental diversification, discontinuity between fields has the most detrimental effect on production efficiency. Activity diversification, measured by the ratio of potato to total crop …
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Essays on statistical economics with applications to financial market instability, limit distribution of loss aversion, and harmonic probability weighting functions
… equity premium puzzle. Our theory predicts: (1) stochastic dominance of good states in the B-CCAPM Markov matrix induce excess volatility; and (2) a countercyclical fourfold pattern of risk attitudes. The second essay (Chapter III) introduces a probability model of "irrational exuberance "and …
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Essays on inequality of opportunity in health and human development
… lifestyles and educational attainment. Stochastic dominance tests are used to detect inequality of opportunity in the conditional distributions of self-assessed health in adulthood. Alternative measures of inequality of opportunity are proposed. Parametric models are estimated to …
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