Search Results - subject:"nth order"

Preferences on discounting under time risk

De Donno, Marzia; Menegatti, Mario - In: Journal of mathematical economics 113 (2024), pp. 1-9

Persistent link: https://www.econbiz.de/10015071949

Menegatti, Mario - In: European Journal of Operational Research 243 (2015) 2, pp. 678-681

This note extends the results on the first four derivatives of the utility function by Menegatti (Eur. J. Oper. Res. 232 (2014) 613–617) to the case of high-order derivatives. We show that, under usual assumptions, if the generic derivative of the utility function of order n is sign invariant...

Persistent link: https://www.econbiz.de/10011209346

New results on high-order risk changes

Menegatti, Mario - In: European journal of operational research : EJOR 243 (2015) 2, pp. 678-681

Persistent link: https://www.econbiz.de/10010509993

Advancements in stochastic dominance efficiency tests

Kallio, Markku; Hardoroudi, Nasim Dehghan - In: European journal of operational research : EJOR 276 (2019) 2, pp. 790-794

Persistent link: https://www.econbiz.de/10012003669

On the properties of high-order non-monetary measures for risks

Courbage, Christophe; Loubergé, Henri; Rey, Béatrice - In: The Geneva risk and insurance review 43 (2018) 1, pp. 77-94

Persistent link: https://www.econbiz.de/10011884433

Changing risks and optimal effort

Crainicha, David; Eeckhoudt, Louis; Menegatti, Mario - In: Journal of economic behavior & organization : JEBO 125 (2016), pp. 97-106

Persistent link: https://www.econbiz.de/10011700908

A note on portfolio selection and stochastic dominance

Menegatti, Mario - In: Decisions in economics and finance : DEF ; a journal of … 39 (2016) 2, pp. 327-331

Persistent link: https://www.econbiz.de/10011642697

DEA models equivalent to general imageth order stochastic dominance efficiency tests

Branda, Martin; Kopa, Miloš - In: Operations research letters 44 (2016) 2, pp. 285-289

Persistent link: https://www.econbiz.de/10011457629

On wavelet analysis of the nth order fractional Brownian motion

Kortas, Hedi; Dhifaoui, Zouhaier; Ammou, Samir Ben - In: Statistical Methods and Applications 21 (2012) 3, pp. 251-277

In this paper, we investigate the use of wavelet techniques in the study of the nth order fractional Brownian motion (n …

Persistent link: https://www.econbiz.de/10010848087

Higher-Order Perturbation Solutions to Dynamic, Discrete-Time Rational Expectations Models: Methods and an Application to Optimal Monetary Policy

Swanson, Eric; Anderson, Gary; Levin, Andrew - Society for Computational Economics - SCE - 2005

We present an algorithm and software routines for computing nth-order approximate solutions to dynamic, discrete …

Persistent link: https://www.econbiz.de/10005343047

A service of the

zbw