Full-text resources of CEJSH and other databases are now available in the new Library of Science.
Visit https://bibliotekanauki.pl

Results found: 4

first rewind previous Page / 1 next fast forward last

Search results

Search:
in the keywords:  Dominacja stochastyczna
help Sort By:

help Limit search:
first rewind previous Page / 1 next fast forward last
1
Publication available in full text mode
Content available

Związek funkcji omega z dominacją stochastyczną

100%
Michalska E., Dudzińska-Baryła R.
Studia Ekonomiczne
|
2015
|
vol. 237
70-78
PL
Dominacje stochastyczne są relacjami porządku częściowego w zbiorze losowych wariantów decyzyjnych, podobnie jak relacja dominacji oparta na zaproponowanej przez Keatinga i Shadwicka w 2002 roku funkcji omega, służącej ocenie i uporządkowaniu wariantów inwestycyjnych pod kątem ich efektywności. Celem artykułu jest zbadanie zgodności porządku względem dominacji stochastycznych i funkcji omega oraz przedstawienie zależności między tymi kryteriami.
EN
Stochastic dominance is a partial order in the set of random decision alternatives. Similarly, a partial order is the relation based on omega function proposed in 2002 by Keating and Shadwick, which is used as a performance measure for the valuation and ordering of investment alternatives. The purpose of this article is to examine the consistency between the ordering according to stochastic dominance and the ordering according to omega function. We also present relationships between these criteria.
2
Publication available in full text mode
Content available

Modele wyboru portfela akcji z warunkiem dominacji lub prawie dominacji stochastycznych

84%
Michalska E.
Studia Ekonomiczne
|
2013
|
vol. 135
88-101
EN
In the paper models of share portfolio selection with first order or second order almost stochastic dominance constraints (for discrete random variables) are proposed. There are several simple examples as an illustration of our models.
3
Publication available in full text mode
Content available

Evaluating Public Benefit Organizations in Poland with the EVAMIX Method for Mixed Data

84%
Chojnacka E., Górecka D.
Multiple Criteria Decision Making
|
2016
|
vol. 11
36-50
EN
The third sector and public benefit organizations (PBOs) play a significant role in the Polish economy. Although the third sector can boast of a long history in Poland, an intensive development of these entities has been observed since 1989. According to the current law, organizations with the public benefit status enjoy numerous benefits. This entails the need to adequately assess their activities, especially when taking into consideration the fact that they are not profit-oriented. The aim of this paper is to propose a new assessment method for evaluating PBOs. The recommended approach is based on multi-criteria decision aiding (MCDA). The procedure proposed employs the EVAMIX technique for mixed evaluations – a hybrid of the EVAMIX method and the EVAMIX method with stochastic dominance (SD) rules. An illustrative example uses eleven PBOs from Lodz Voivodeship operating in the field of ‘Ecology, animals and heritage protection’.
4
Publication available in full text mode
Content available

Zastosowanie prawie dominacji stochastycznych w preselekcji akcji

84%
Michalska E., Dudzińska-Baryła R.
Studia Ekonomiczne
|
2013
|
vol. 162
158-167
EN
The stochastic dominance rules are a very popular tool in the support of decision making in various fields of economics and management. However the selection of the best alternative on the basis of stochastic dominance is sometimes impossible due to incomparability of alternatives. Some particular properties of almost second degree stochastic dominance (which stochastic dominance do not posses) allow to compare all elements of the set of random alternatives and to build a ranking of them. The aim of the article is to propose a stocks preselection method based on almost stochastic dominance. Our method allow to determine the set of the best stocks and thereby to reduce the number of stocks as a potential elements of a portfolio. Such reduction is very important nowadays because with every year more and more stocks are quoted on Stock Exchange in Warsaw.
first rewind previous Page / 1 next fast forward last
JavaScript is turned off in your web browser. Turn it on to take full advantage of this site, then refresh the page.