Stochastic dominance relations in a project cost problem

A. Mehrez, U. Regev

Research output: Contribution to journalComment/debate

1 Scopus citations

Abstract

In this note we analyze the problem involving the allocation of funds for a project with uncertain costs and a predetermined payment date. Stochastic dominance is used to explain the behavior of a rational investor who has a linear utility function.

Original languageEnglish
Pages (from-to)194-197
Number of pages4
JournalIIE Transactions (Institute of Industrial Engineers)
Volume17
Issue number2
DOIs
StatePublished - 1 Jan 1985

ASJC Scopus subject areas

  • Industrial and Manufacturing Engineering

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