Multivariate almost stochastic dominance : transfer characterizations and sufficient conditions under dependence uncertainty
Alfred Müller, Marco Scarsini, Ilia Tsetlin, Robert L. Winkler
| Year of publication: |
2025
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| Authors: | Müller, Alfred ; Scarsini, Marco ; Tsetlin, Ilia ; Winkler, Robert L. |
| Published in: |
Operations research. - Linthicum, Md. : INFORMS, ISSN 1526-5463, ZDB-ID 2019440-7. - Vol. 73.2025, 2, p. 879-893
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| Subject: | Decision Analysis | dependence uncertainty | mean and variance | multivariate almost stochastic dominance | sufficient conditions for dominance | transfers | Theorie | Theory | Risiko | Risk | Stochastischer Prozess | Stochastic process | Entscheidung unter Unsicherheit | Decision under uncertainty | Entscheidung | Decision | Multivariate Analyse | Multivariate analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/opre.2022.0596 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015445446