Supplementary Appendix is available at: "https://ssrn.com/abstract=2970015" https://ssrn.com/abstract=2970015. Decision making in finance often requires an accurate estimate of the coskewness matrix to optimize the allocation to random variables with asymmetric distributions. The classical...

This paper proposes a decision-theoretic framework for experiment design. We model experimenters as ambiguity-averse decision-makers, who make trade-offs between subjective expected performance and robustness. This framework accounts for experimenters' preference for randomization, and clarifies...

This paper studies inference for the average treatment effect in randomized controlled trials with covariate-adaptive randomization. Here, by covariate-adaptive randomization, we mean randomization schemes that first stratify according to baseline covariates and then assign treatment status so...

This paper presents some new stochastic dominance (SD) criteria for ranking transformations on a random variable, which is the first time that this is done for transformations under the discrete framework. By using the expected utility theory, the authors first propose a sufficient condition for...

Dealing with supply risks is one of the challenges of decision makers in supply chains as producing and sourcing become more and more complex. Theoretical research on different types of supply uncertainty as well as their management is well covered. Behavioral aspects in this context, however,...