Resampling confidence regions and test procedures for second degree stochastic efficiency with respect to a function
It is often desirable to compare risky investments in the context of economic decision theory. Expected utility analyses are means by which stochastic alternatives can be ranked by re-weighting the probability mass using a decision-making agentâÂÂs utility function. By maximizing expected utility...
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| Format: | Others |
| Language: | en_US |
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Texas A&M University
2006
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| Online Access: | http://hdl.handle.net/1969.1/4171 |