Srovnání různých konceptů neúplné stochastické dominance
| Thesis title in Czech: | Srovnání různých konceptů neúplné stochastické dominance |
|---|---|
| Thesis title in English: | Comparison of various concepts of almost stochastic dominance |
| Key words: | neúplná stochastická dominance|teorie užitku|rozhodování za rizika |
| English key words: | almost stochastic dominance|utility theory|decision making under risk |
| Academic year of topic announcement: | 2024/2025 |
| Thesis type: | Bachelor's thesis |
| Thesis language: | |
| Department: | Department of Probability and Mathematical Statistics (32-KPMS) |
| Supervisor: | doc. RNDr. Ing. Miloš Kopa, Ph.D. |
| Author: | hidden - assigned and confirmed by the Study Dept. |
| Date of registration: | 20.03.2025 |
| Date of assignment: | 21.03.2025 |
| Confirmed by Study dept. on: | 21.03.2025 |
| Advisors: | RNDr. Jana Junová |
| Guidelines |
| Student/ka se seznání s různými koncepty neúplné stochastické dominance. Zaměří se na druhý řád neúplné stochastické dominance. Na reálných datech srovná výsledky těchto různých konceptů pro velké množství portfolií. |
| References |
| M. Levy: Almost Stochastic Dominance and stocks for the long run, European Journal of Operational Research 194, 1 (2009), 250-257.
M. Levy and H. Levy: Preferred by "All" and Preferred by "Most" Decision Makers: Almost Stochastic Dominance, Management Science 48, 8 (2002), 1074-1085. Tsetlin I., Winkler R. L., Huang R., Tzeng L. Y. (2015) Generalized almost stochastic dominance. Operations Research, 63(2), 363–377 Tzeng L. Y., Huang R. J., Shih P.-T. (2012) Revisiting almost second-degree stochastic dominance. Management Science, 59, 1250–1254 Lizyayev A., Ruszczyński A. (2012) Tractable almost stochastic dominance. European Journal of Operational Research, 218, 448–455 Chang J.-R., Lju W.-H., Hung M.-W. (2019) Revisiting generalized almost stochastic dominance. Annals of Operations Research, 281(1), 175–192 |