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Stochastic dominance tests for ranking alternatives under ambiguity

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  • Langewisch, Andrew
  • Choobineh, Fred

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  • Langewisch, Andrew & Choobineh, Fred, 1996. "Stochastic dominance tests for ranking alternatives under ambiguity," European Journal of Operational Research, Elsevier, vol. 95(1), pages 139-154, November.
    • Handle: RePEc:eee:ejores:v:95:y:1996:i:1:p:139-154
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    References listed on IDEAS

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    1. Weber, Martin, 1987. "Decision making with incomplete information," European Journal of Operational Research, Elsevier, vol. 28(1), pages 44-57, January.
    2. Daniel Ellsberg, 2000. "Risk, Ambiguity and the Savage Axioms," Levine's Working Paper Archive 7605, David K. Levine.
    3. Vijay S. Bawa, 1982. "Research Bibliography---Stochastic Dominance: A Research Bibliography," Management Science, INFORMS, vol. 28(6), pages 698-712, June.
    4. Winkler, Robert L, 1991. "Ambiguity, Probability, Preference, and Decision Analysis," Journal of Risk and Uncertainty, Springer, vol. 4(3), pages 285-297, July.
    5. William Fellner, 1961. "Distortion of Subjective Probabilities as a Reaction to Uncertainty," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 75(4), pages 670-689.
    6. Camerer, Colin & Weber, Martin, 1992. "Recent Developments in Modeling Preferences: Uncertainty and Ambiguity," Journal of Risk and Uncertainty, Springer, vol. 5(4), pages 325-370, October.
    7. Daniel Ellsberg, 1961. "Risk, Ambiguity, and the Savage Axioms," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 75(4), pages 643-669.
    8. Haim Levy, 1992. "Stochastic Dominance and Expected Utility: Survey and Analysis," Management Science, INFORMS, vol. 38(4), pages 555-593, April.
    9. Einhorn, Hillel J & Hogarth, Robin M, 1986. "Decision Making under Ambiguity," The Journal of Business, University of Chicago Press, vol. 59(4), pages 225-250, October.
    10. Insua, David Rios & French, Simon, 1991. "A framework for sensitivity analysis in discrete multi-objective decision-making," European Journal of Operational Research, Elsevier, vol. 54(2), pages 176-190, September.
    11. Curley, Shawn P. & Yates, J. Frank, 1985. "The center and range of the probability interval as factors affecting ambiguity preferences," Organizational Behavior and Human Decision Processes, Elsevier, vol. 36(2), pages 273-287, October.
    12. Kahn, Barbara E & Sarin, Rakesh K, 1988. "Modeling Ambiguity in Decisions under Uncertainty," Journal of Consumer Research, Journal of Consumer Research Inc., vol. 15(2), pages 265-272, September.
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    Cited by:

    1. Grazyna Trzpiot, 2000. "Preference Relations In Ranking Multivalued Alternatives Using Stochastic Dominance: Case Of The Warsaw Stock Exchange," Computing in Economics and Finance 2000 98, Society for Computational Economics.
    2. Ahn, Byeong Seok & Park, Haechurl, 2014. "Establishing dominance between strategies with interval judgments of state probabilities," Omega, Elsevier, vol. 49(C), pages 53-59.
    3. Amor, Sarah Ben & Jabeur, Khaled & Martel, Jean-Marc, 2007. "Multiple criteria aggregation procedure for mixed evaluations," European Journal of Operational Research, Elsevier, vol. 181(3), pages 1506-1515, September.
    4. Unser, Matthias, 2000. "Lower partial moments as measures of perceived risk: An experimental study," Journal of Economic Psychology, Elsevier, vol. 21(3), pages 253-280, June.
    5. Arthur Snow, 2010. "Ambiguity and the value of information," Journal of Risk and Uncertainty, Springer, vol. 40(2), pages 133-145, April.

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