Stochastic dominance efficient sets and stochastic spanning

DOI10.1007/s10203-021-00325-yzbMath1472.60033OpenAlexW3136962095MaRDI QIDQ2044829

Stelios Arvanitis

Publication date: 10 August 2021

Published in: Decisions in Economics and Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10203-021-00325-y

zbMATH Keywords

lower semicontinuityfunctional inequalitiesefficient setsaddle-type propertystochastic dominance relationstochastic spanning

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Probability distributions: general theory (60E05)

Cites Work

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• Temporal Aggregation of Garch Processes
• Testing for Stochastic Dominance Efficiency
• Stochastic Dominance and Expected Utility: Survey and Analysis
• A Characterization of Epi-Convergence in Terms of Convergence of Level Sets

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