Essays about: "Stochastic Dominance"

Found 3 essays containing the words Stochastic Dominance.

  1. 1. How Many Stocks Should You Buy? A Simulation Study on Portfolio Diversification for the Swedish Stock Market

    University essay from Lunds universitet/Matematisk statistik

    Author : Antonio Prgomet; [2021]
    Keywords : Portfolio Diversication; Modern Portfolio Theory; Quantitative Finance; Return Distributions; Shortfall Risk; Stochastic Dominance; Simulation Study.; Mathematics and Statistics;

    Abstract : For every stock investor, the question of how many stocks to buy is fundamental. The recommendations from the literature is wide and ranges from 10 to over 300. As a contrast, 41.79% of Swedish shareholders held only one stock in year 2020. READ MORE

  3. 2. Bid Forecasting in Public Procurement

    University essay from KTH/Skolan för industriell teknik och management (ITM)

    Author : Karim Stiti; Shih Jung Yape; [2019]
    Keywords : Bidding in public procurement; Count data regression; Economically most advantageous tenders; Lowest price tenders; Machine learning; Multiple linear regression; Nonparametric bootstrap; Position performance coefficient; Sealed-bid auctions; Stochastic dominance; Support vector regression.; Budgivningsmodeller I offentliga upphandlingar; Ekonomiskt mest fördelaktiga anbud; Förseglade auktioner; Lägsta-pris anbud; Maskininlärning; Multipel linjär regression.;

    Abstract : Public procurement amounts to a significant part of Sweden's GDP. Nevertheless, it is an overlooked sector characterized by low digitization and inefficient competition where bids are not submitted based on proper mathematical tools. READ MORE

  4. 3. Platform Competition in Two-Sided Markets: Expectations and the Future of Mobile Payments

    University essay from Handelshögskolan i Stockholm/Institutionen för nationalekonomi

    Author : Alexander Albedj; Erika Gyllström; [2015]
    Keywords : Game Theory; Indirect Network Effects; Two-Sided Markets; Platform Competition; Payment Systems;

    Abstract : This thesis explores the necessary conditions for Mobile payments to gain economy-wide dominance over Card payments. For this purpose, we construct a formal, game-theoretical model of competition between Card and Mobile payment platforms. READ MORE