Stochastic dominance and Friedman-Savage utility functions

DOI10.1016/0165-4896(88)90044-3zbMath0665.90005OpenAlexW2005997957MaRDI QIDQ1116869

Dominique Thon, Lars Thorlund-Petersen

Publication date: 1988

Published in: Mathematical Social Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-4896(88)90044-3

zbMATH Keywords

cone orderingsT-functionsTwo-way stochastic dominance

Mathematics Subject Classification ID

Utility theory (91B16)

Related Items (2)

Third-degree stochastic dominance and axioms for a convex marginal utility function ⋮ Sums of increasing convex and increasing concave functions

Cites Work

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• Sums of increasing convex and increasing concave functions
• Efficient random variables
• A bibliographical note on a theorem of Hardy, Littlewood, and Polya
• Order-preserving functions; applications to majorization and order statistics
• Portfolio Efficient Sets
• A Price Characterization of Efficient Random Variables
• Inequalities: theory of majorization and its applications

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