Zobrazeno 1 - 10
of 33
pro vyhledávání: '"Rachel J. Huang"'
Publikováno v:
Social Choice and Welfare. 57:875-899
Among the various methods adopted to compare health inequality, Makdissi and Yazbeck (J Health Econ 34:84–95, 2014) developed positional stochastic dominance conditions to identify an ordering. To reach a conclusion, their rules require that the (g
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::aa8dbdc307573152c630aac6b2f424af
https://doi.org/10.1007/s00355-021-01323-0
https://doi.org/10.1007/s00355-021-01323-0
Publikováno v:
Management Science. 66:4630-4647
We develop a continuum of stochastic dominance rules for expected utility maximizers. The new rules encompass the traditional integer-degree stochastic dominance; between adjacent integer degrees, they formulate the consensus of individuals whose abs
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::f1e94e2871b69f589afc3b073a259cb3
https://doi.org/10.1287/mnsc.2019.3406
https://doi.org/10.1287/mnsc.2019.3406
Publikováno v:
Management Science. 66:2792-2795
Levy [Levy H (2016) Aging population, retirement, and risk taking. Management Sci. 62(5):1415–1430.] proposes asymptotic first-degree stochastic dominance (AFSD) as a distribution-ranking criterion for all nonsatiable decision makers with infinite
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::0a1df5d0f2690e7bb24fb38bd0eac875
https://doi.org/10.1287/mnsc.2018.3052
https://doi.org/10.1287/mnsc.2018.3052
Publikováno v:
European Journal of Operational Research. 280:312-322
Levy (2016) proposes asymptotic first-degree stochastic dominance as a distribution ranking criterion for all non-satiable decision makers with infinite investment horizons. Given Levy’s setting, this paper defines and offers the equivalent distrib
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::7ad69f25012b2775f2895eb56b45be2d
https://doi.org/10.1016/j.ejor.2019.06.052
https://doi.org/10.1016/j.ejor.2019.06.052
Publikováno v:
Journal of Banking & Finance. 100:43-57
This paper proposes a new performance index referred to as the Nth-order Omega that includes the well-known Omega as a special case. The index is established by adopting an approach that is free of a utility functional form or/and distributional assu
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::66512725483eb1caa33802c080a8d904
https://doi.org/10.1016/j.jbankfin.2018.12.013
https://doi.org/10.1016/j.jbankfin.2018.12.013
Publikováno v:
Pacific-Basin Finance Journal. 68:101560
Using 2008–2018 data for all publicly-listed firms in Taiwan, this paper tests for asymmetric information in the Directors' and Officers' (D&O) liability insurance market. We argue that size and book-to-market ratio contain information such as mana
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b747eee7b7a376cd07abe17efba64817
https://doi.org/10.1016/j.pacfin.2021.101560
https://doi.org/10.1016/j.pacfin.2021.101560
Publikováno v:
The Geneva Risk and Insurance Review. 42:171-192
Building on the model of insurance contracting with hidden knowledge of risk class introduced by Rothschild and Stiglitz (1976), we assume that insurance applicants fail to reduce compound lotteries. In contrast with the adverse selection equilibrium
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d5129db948d8f464cd1b901cb054855a
https://doi.org/10.1057/s10713-017-0023-6
https://doi.org/10.1057/s10713-017-0023-6
Autor:
Rachel J. Huang, Michael Hoy
Publikováno v:
Journal of Economic Theory. 167:39-52
This note develops a new approach to measuring discrimination. A partial ordering of discrimination patterns is proposed that is consistent with the properties of second-degree stochastic dominance (SSD), which are related to changes in the distribut
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e762ee0dec328c748302b9a5c0fda50d
https://doi.org/10.1016/j.jet.2016.07.005
https://doi.org/10.1016/j.jet.2016.07.005
Autor:
Nicholas Minot, Rachel J. Huang
This study demonstrates a method of providing ex-ante estimates of the distributional welfare effects of yield-increasing technology. We apply this approach to estimate the impact of a 10% increase in cassava yields in Nigeria. Using data from the 20
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d62fd513b0141153b1f646715ae2abe5
https://doi.org/10.2499/p15738coll2.133548
https://doi.org/10.2499/p15738coll2.133548
Publikováno v:
Journal of Risk and Insurance. 83:181-216
We examine insurance markets with two-dimensional asymmetric information on risk type and on preferences related to regret. In contrast to Rothschild and Stiglitz (1976), the equilibrium can be efficient; that is, it can coincide with the equilibrium
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b662a8732b58283131d80c72596221d6
https://doi.org/10.1111/jori.12096
https://doi.org/10.1111/jori.12096