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A strong paradox of multiple e...
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ECONIS (ZBW)
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1
Dominance conditions in non-additive expected utility theory
Scarsini, Marco
- In:
Journal of mathematical economics
21
(
1992
)
2
,
pp. 173-184
Persistent link: https://www.econbiz.de/10001122715
Saved in:
2
Stochastic dominance with pair wise risk aversion
Scarsini, Marco
- In:
Journal of mathematical economics
14
(
1985
)
2
,
pp. 187-201
Persistent link: https://www.econbiz.de/10001010181
Saved in:
3
Dominance conditions for multivariate utility functions
Scarsini, Marco
- In:
Management science : journal of the Institute for …
34
(
1988
)
4
,
pp. 454-460
Persistent link: https://www.econbiz.de/10001060497
Saved in:
4
Multivariate stochastic dominance with fixed dependence structure
Scarsini, Marco
- In:
Operations research letters
7
(
1988
)
5
,
pp. 237-240
Persistent link: https://www.econbiz.de/10001067469
Saved in:
5
Playing off-line games with bounded rationality
Renault, Jér^ome
;
Scarsini, Marco
;
Tomala, Tristan
- In:
Mathematical social sciences
56
(
2008
)
2
,
pp. 207-223
Persistent link: https://www.econbiz.de/10003780800
Saved in:
6
Large newsvendor games
Montrucchio, Luigi
;
Scarsini, Marco
- In:
Games and economic behavior
58
(
2007
)
2
,
pp. 316-337
Persistent link: https://www.econbiz.de/10003414703
Saved in:
7
Simpson's paradox for the Cox model
Di Serio, Clelia
;
Rinott, Yosef
;
Scarsini, Marco
-
2007
Persistent link: https://www.econbiz.de/10003441373
Saved in:
8
Optimal risk sharing with background risk
Dana, Rose-Anne
;
Scarsini, Marco
- In:
Journal of economic theory
133
(
2007
)
1
,
pp. 152-176
Persistent link: https://www.econbiz.de/10003445685
Saved in:
9
Stochastic comparisons of stratifed sampling techniques for some Monte Carlo estimators
Goldstein, Larry
;
Rinott, Yosef
;
Scarsini, Marco
-
2010
Persistent link: https://www.econbiz.de/10008746224
Saved in:
10
Cooperative newsvendor games : a review
Montrucchio, Luigi
;
Norde, Henk
;
Özen, Ulaş
; …
- In:
Handbook of newsvendor problems : models, extensions …
,
(pp. 137-162)
.
2012
Persistent link: https://www.econbiz.de/10009569986
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