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Second Degree Stochastic Dominance with Respect to a Function

Citations

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Cited by:

  1. Schumann, Keith D., 2011. "Semi-nonparametric test of second degree stochastic dominance with respect to a function," Journal of Econometrics, Elsevier, vol. 162(1), pages 71-78, May.
  2. Nicolas CARAYOL & Agenor LAHATTE, 2009. "Dominance relations and universities ranking," Cahiers du GREThA (2007-2019) 2009-02, Groupe de Recherche en Economie Théorique et Appliquée (GREThA).
  3. Marc Fleurbaey, 2003. "Social Welfare, Priority to the Worst-Off And the Dimensions of Individual Well-Being," IDEP Working Papers 0312, Institut d'economie publique (IDEP), Marseille, France.
  4. Rosa, Franco, 2014. "Evaluation of risk in farm planning: a case study," 2014 Third Congress, June 25-27, 2014, Alghero, Italy 173126, Italian Association of Agricultural and Applied Economics (AIEAA).
  5. Xu, Guo & Wing-Keung, Wong & Lixing, Zhu, 2013. "Almost Stochastic Dominance for Risk-Averse and Risk-Seeking Investors," MPRA Paper 51744, University Library of Munich, Germany.
  6. Torkamani, Javad & Hardaker, J. Brian, 1996. "A study of economic efficiency of Iranian farmers in Ramjerd district: an application of stochastic programming," Agricultural Economics, Blackwell, vol. 14(2), pages 73-83, July.
  7. Parsch, Lucas D. & Loewer, Otto J., 1986. "Risk-Efficiency of Beef-Forage Rotational Grazing Under Weather Uncertainty," 1986 Annual Meeting, July 27-30, Reno, Nevada 278411, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  8. Broll, Udo & Wong, Wing-Keung & Wu, Mojia, 2013. "Banking Firm and Two-Moment Decision Making," MPRA Paper 51687, University Library of Munich, Germany.
  9. J. Pannell, David, 1991. "Pests and pesticides, risk and risk aversion," Agricultural Economics, Blackwell, vol. 5(4), pages 361-383, August.
  10. Abbas, Ali E. & Hupman, Andrea C., 2023. "Scale dependence in weight and rate multicriteria decision methods," European Journal of Operational Research, Elsevier, vol. 309(1), pages 225-235.
  11. Thomas C. Chiang & Hooi Hooi Lean & Wing-Keung Wong, 2008. "Do REITs Outperform Stocks and Fixed-Income Assets? New Evidence from Mean-Variance and Stochastic Dominance Approaches," JRFM, MDPI, vol. 1(1), pages 1-40, December.
  12. Kai-Yin Woo & Chulin Mai & Michael McAleer & Wing-Keung Wong, 2020. "Review on Efficiency and Anomalies in Stock Markets," Economies, MDPI, vol. 8(1), pages 1-51, March.
  13. Zentner, Robert P. & Greene, Duty D. & Hickenbotham, Terry L. & Eidman, Vernon R., 1981. "Ordinary And Generalized Stochastic Dominance: A Primer," Staff Papers 14184, University of Minnesota, Department of Applied Economics.
  14. Zheng, Buhong, 2000. "Minimum Distribution-Sensitivity, Poverty Aversion, and Poverty Orderings," Journal of Economic Theory, Elsevier, vol. 95(1), pages 116-137, November.
  15. Hardaker, J. B., 1982. "Fundamental Aspects Of Risk And Uncertainty In Agriculture," Agrekon, Agricultural Economics Association of South Africa (AEASA), vol. 21(2), October.
  16. Lean, H.H. & McAleer, M.J. & Wong, W.-K., 2010. "Investor preferences for oil spot and futures based on mean-variance and stochastic dominance," Econometric Institute Research Papers EI 2010-37, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  17. Xu Guo & Xuejun Jiang & Wing-Keung Wong, 2017. "Stochastic Dominance and Omega Ratio: Measures to Examine Market Efficiency, Arbitrage Opportunity, and Anomaly," Economies, MDPI, vol. 5(4), pages 1-16, October.
  18. Farquharson, Robert J., 1991. "A Farm Level Evaluation of a New Twinning Technology in Beef Cattle," Review of Marketing and Agricultural Economics, Australian Agricultural and Resource Economics Society, vol. 59(01), pages 1-21, April.
  19. John W. Ritchie & G. Yahya Abawi & Sunil C. Dutta & Trevor R. Harris & Michael Bange, 2004. "Risk management strategies using seasonal climate forecasting in irrigated cotton production: a tale of stochastic dominance," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 48(1), pages 65-93, March.
  20. Atwood, Joseph & Watts, Myles J. & Helmers, Glenn, 1985. "Safety—First Models Based on Sample Statistics," Regional Research Projects > 1985: S-180 Annual Meeting, March 24-27, 1985, Charleston, South Carolina 271810, Regional Research Projects > S-180: An Economic Analysis of Risk Management Strategies for Agricultural Production Firms.
  21. Torkamani, Javad, 2005. "Using a whole-farm modelling approach to assess prospective technologies under uncertainty," Agricultural Systems, Elsevier, vol. 85(2), pages 138-154, August.
  22. Mao, Tiantian & Wang, Ruodu, 2022. "Fractional stochastic dominance in rank-dependent utility and cumulative prospect theory," Journal of Mathematical Economics, Elsevier, vol. 103(C).
  23. Wang, Hongxia & Zhou, Lin & Dai, Peng-Fei & Xiong, Xiong, 2022. "Moment conditions for fractional degree stochastic dominance," Finance Research Letters, Elsevier, vol. 49(C).
  24. Chan, Raymond H. & Clark, Ephraim & Wong, Wing-Keung, 2012. "On the Third Order Stochastic Dominance for Risk-Averse and Risk-Seeking Investors," MPRA Paper 42676, University Library of Munich, Germany.
  25. 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.
  26. Chia-Lin Chang & Michael McAleer & Wing-Keung Wong, 2018. "Decision Sciences, Economics, Finance, Business, Computing, and Big Data: Connections," Tinbergen Institute Discussion Papers 18-024/III, Tinbergen Institute.
  27. Marshall, Graham R. & Jones, Randall E. & Wall, Lisa M., 1997. "Tactical Opportunities, Risk Attitude and Choice of Farming Strategy: an Application of the Distribution Method," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 41(4), pages 1-21.
  28. Jordi Caballe & Joan Esteban, 2007. "Stochastic Dominance and Absolute Risk Aversion," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, vol. 28(1), pages 89-110, January.
  29. Franco Rosa & Mario Taverna & Federico Nassivera & Luca Iseppi, 2019. "Farm/crop portfolio simulations under variable risk: a case study from Italy," Agricultural and Food Economics, Springer;Italian Society of Agricultural Economics (SIDEA), vol. 7(1), pages 1-15, December.
  30. Hooi Hooi Lean & Michael McAleer & Wing-Keung Wong, 2010. "Market Efficiency of Oil Spot and Futures: A Stochastic Dominance Approach," CIRJE F-Series CIRJE-F-705, CIRJE, Faculty of Economics, University of Tokyo.
  31. Patton, Dean A. & Milthorpe, P.L. & Wynne, M. & Honeysett, B.M., 2000. "Evaluation of forage shrub plantations as a drought preparedness strategy for landholders in the Central-west of NSW," 2000 Conference (44th), January 23-25, 2000, Sydney, Australia 123716, Australian Agricultural and Resource Economics Society.
  32. Chan, Raymond H. & Clark, Ephraim & Wong, Wing-Keung, 2016. "On the Third Order Stochastic Dominance for Risk-Averse and Risk-Seeking Investors with Analysis of their Traditional and Internet Stocks," MPRA Paper 75002, University Library of Munich, Germany.
  33. Rachel J. Huang & Larry Y. Tzeng & Lin Zhao, 2020. "Fractional Degree Stochastic Dominance," Management Science, INFORMS, vol. 66(10), pages 4630-4647, October.
  34. Fang, Yi & Post, Thierry, 2017. "Higher-degree stochastic dominance optimality and efficiency," European Journal of Operational Research, Elsevier, vol. 261(3), pages 984-993.
  35. Angelos Liontakis, 2020. "How Does a Policymaker Rank Regional Income Distributions across Years? A Study on the Evolution of Greek Regional per Capita Income," Economies, MDPI, vol. 8(2), pages 1-12, May.
  36. Moss, Charles B. & Ford, Stephen A. & Castejon, Mario, 1991. "Effect of Debt Position on the Choice of Marketing Strategies for Florida Orange Growers: A Risk Efficiency Approach," Journal of Agricultural and Applied Economics, Cambridge University Press, vol. 23(2), pages 103-112, December.
  37. Guo, Xu & Wong, Wing-Keung & Zhu, Lixing, 2016. "Almost stochastic dominance for risk averters and risk seeker," Finance Research Letters, Elsevier, vol. 19(C), pages 15-21.
  38. Liqun Liu & Jack Meyer, 2017. "The Increasing Convex Order and the Trade–off of Size for Risk," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 84(3), pages 881-897, September.
  39. Szmedra, Philip I. & Wetzstein, Michael E. & McClendon, Ronald W., 1990. "Partial Adoption of Divisible Technologies in Agriculture," Journal of Agricultural Economics Research, United States Department of Agriculture, Economic Research Service, vol. 42(3), pages 1-7.
  40. Jock R. Anderson & William E. Griffiths, 1982. "Production Risk And Efficient Allocation Of Resources," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 26(3), pages 226-232, December.
  41. Liqun Liu & Jack Meyer, 2021. "Stochastic superiority," Journal of Risk and Uncertainty, Springer, vol. 62(3), pages 225-246, June.
  42. Qiao, Zhuo & Wong, Wing-Keung & Fung, Joseph K.W., 2013. "Stochastic dominance relationships between stock and stock index futures markets: International evidence," Economic Modelling, Elsevier, vol. 33(C), pages 552-559.
  43. Schoney, R. A., 1990. "An Analysis of Wheat Supply Response Under Risk and Uncertainty," Working Papers 244030, Agriculture and Agri-Food Canada.
  44. Monge, Juan J. & Daigneault, Adam J. & Dowling, Leslie J. & Harrison, Duncan R. & Awatere, Shaun & Ausseil, Anne-Gaelle, 2018. "Implications of future climatic uncertainty on payments for forest ecosystem services: The case of the East Coast of New Zealand," Ecosystem Services, Elsevier, vol. 33(PB), pages 199-212.
  45. Pannell, David J. & Nordblom, Thomas L., 1998. "Impacts of risk aversion on whole-farm management in Syria," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 42(3), pages 1-21.
  46. Carole Bernard & Gero Junike & Thibaut Lux & Steven Vanduffel, 2022. "Cost-efficient Payoffs under Model Ambiguity," Papers 2207.02948, arXiv.org, revised Aug 2023.
  47. Light, Bar & Perlroth, Andres, 2021. "The Family of Alpha,[a,b] Stochastic Orders: Risk vs. Expected Value," Journal of Mathematical Economics, Elsevier, vol. 96(C).
  48. Wilson, Paul N. & Eidman, Vernon R., 1983. "An Empirical Test Of The Interval Approach For Estimating Risk Preferences," Western Journal of Agricultural Economics, Western Agricultural Economics Association, vol. 8(2), pages 1-13, December.
  49. Ehsan Azmoodeh & Ozan Hur, 2023. "Multi-fractional Stochastic Dominance: Mathematical Foundations," Papers 2307.08651, arXiv.org.
  50. Bosmans, Kristof, 2014. "Distribution-sensitivity of rank-dependent poverty measures," Journal of Mathematical Economics, Elsevier, vol. 51(C), pages 69-76.
  51. Lien, Gudbrand & Stordal, Stale & Hardaker, J. Brian, 12. "Risk Aversion and Optimal Rotation: a Stochastic Efficiency Approach," Scandinavian Forest Economics: Proceedings of the Biennial Meeting of the Scandinavian Society of Forest Economics, Scandinavian Society of Forest Economics, issue 40, May.
  52. Ford, Stephen A. & Ford, Beth Pride & Spreen, Thomas H., 1995. "Evaluation of Alternative Risk Specifications in Farm Programming Models," Agricultural and Resource Economics Review, Cambridge University Press, vol. 24(1), pages 25-35, April.
  53. 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.
  54. Chia-Lin Chang & Michael McAleer & Wing-Keung Wong, 2018. "Decision Sciences, Economics, Finance, Business, Computing, And Big Data: Connections," Advances in Decision Sciences, Asia University, Taiwan, vol. 22(1), pages 36-94, December.
  55. Post, Thierry, 2016. "Standard Stochastic Dominance," European Journal of Operational Research, Elsevier, vol. 248(3), pages 1009-1020.
  56. Chunling Luo & Chin Hon Tan, 2020. "Almost Stochastic Dominance for Most Risk-Averse Decision Makers," Decision Analysis, INFORMS, vol. 17(2), pages 169-184, June.
  57. Lien, G. & Stordal, S. & Hardaker, J.B. & Asheim, L.J., 2007. "Risk aversion and optimal forest replanting: A stochastic efficiency study," European Journal of Operational Research, Elsevier, vol. 181(3), pages 1584-1592, September.
  58. Ritchie, John W. & Abawi, G. Yahya & Dutta, Sunil C. & Harris, Trevor R. & Bange, Michael, 2004. "Risk management strategies using seasonal climate forecasting in irrigated cotton production: a tale of stochastic dominance," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 48(1), pages 1-29.
  59. Predo, Canesio D. & de Guzman, Rosalina G. & Patindol, Remberto A., 2010. "Risk-efficient Planting Schedules for Corn in Matalom, Leyte, Philippines," Philippine Journal of Development PJD 2009 Vol. XXXVI No. 1, Philippine Institute for Development Studies.
  60. Donald C., Rudow, 2005. "Preferences and Increased Risk Aversion under a General Framework of Stochastic Dominance," MPRA Paper 41191, University Library of Munich, Germany, revised 07 Jun 2005.
  61. Post, Thierry & Kopa, Miloš, 2013. "General linear formulations of stochastic dominance criteria," European Journal of Operational Research, Elsevier, vol. 230(2), pages 321-332.
  62. Angelos Liontakis & Christos T. Papadas & Irene Tzouramani, 2011. "Regional Economic Convergence in Greece: A Stochastic Dominance Approach," ERSA conference papers ersa10p1188, European Regional Science Association.
  63. W. Wong & R. Chan, 2008. "Prospect and Markowitz stochastic dominance," Annals of Finance, Springer, vol. 4(1), pages 105-129, January.
  64. Jones, R. E. & Vere, D. T. & Campbell, M. H., 2000. "The external costs of pasture weed spread: an economic assessment of serrated tussock control," Agricultural Economics, Blackwell, vol. 22(1), pages 91-103, January.
  65. Maxwell, Brett J. & Wilson, William W. & Dahl, Bruce L., 2004. "Marketing Mechanisms In Gm Grains And Oilseeds," Agribusiness & Applied Economics Report 23639, North Dakota State University, Department of Agribusiness and Applied Economics.
  66. Hardaker, J. Brian & Pandey, Sushil & Patten, Louise H., 1991. "Farm Planning under Uncertainty: A Review of Alternative Programming Models," Review of Marketing and Agricultural Economics, Australian Agricultural and Resource Economics Society, vol. 59(01), pages 1-14, April.
  67. Drynan, Ross G., 1987. "Sufficient Conditions for Dominance of Simply Related Prospects," Review of Marketing and Agricultural Economics, Australian Agricultural and Resource Economics Society, vol. 55(01), pages 1-12, April.
  68. Bosch, Darrell J. & Eidman, Vernon R., 1988. "The Effects Of Better Information And Pumping Restrictions On Irrigation Efficiency In Minnesota," Economic Reports 13021, University of Minnesota, Department of Applied Economics.
  69. Wong, Wing-Keung & Li, Chi-Kwong, 1999. "A note on convex stochastic dominance," Economics Letters, Elsevier, vol. 62(3), pages 293-300, March.
  70. Schurle, Bryan W. & Tierney, William I., Jr., 1990. "A Comparison of Risk Preference Measurements with Implications for Extension Programming," Staff Papers 118185, Kansas State University, Department of Agricultural Economics.
  71. Rodriguez, Hector German & Popp, Jennie & Gbur, Edward & Chaubey, Indrajeet, 2011. "Environmental and economic impacts of reducing total phosphorous runoff in an agricultural watershed," Agricultural Systems, Elsevier, vol. 104(8), pages 623-633, October.
  72. Cochrane, Mark & Lodwick, Weldon & Raskin, Rob, 1984. "The Implementation of Convex Set Stochastic Dominance for Applied Risk Analysis," Regional Research Projects >1984: S-180 Annual Meeting, March 25-28, 1984, New Orleans, Louisiana 307225, Regional Research Projects > S-180: An Economic Analysis of Risk Management Strategies for Agricultural Production Firms.
  73. Anderson, Jock R. & Dillon, John L. & Hardaker, J. Brian, 1985. "Farmers and Risk," 1985 Conference, August 26-September 4, 1985, Malaga, Spain 183026, International Association of Agricultural Economists.
  74. Wilson, Paul N. & Hwang, Henry H., 1982. "User'S Guide To Ordinary And Generalized Stochastic Dominance Computer Programs," Staff Papers 13277, University of Minnesota, Department of Applied Economics.
  75. Sun, Pengfei & Zhou, Chen, 2014. "Diagnosing the distribution of GARCH innovations," Journal of Empirical Finance, Elsevier, vol. 29(C), pages 287-303.
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