Moment conditions for almost stochastic dominance

DOI10.1016/J.ECONLET.2014.04.025zbMath1302.91062OpenAlexW3124104263MaRDI QIDQ485560

Wing-Keung Wong, Thierry Post, Xu Guo, Li Xing Zhu

Publication date: 12 January 2015

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://mpra.ub.uni-muenchen.de/51725/1/MPRA_paper_51725.pdf

zbMATH Keywords

momentsdecision theorynecessary conditionsstochastic dominanceutility theory

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Decision theory (91B06) Utility theory (91B16)

Related Items (2)

On exact and approximate stochastic dominance strategies for portfolio selection ⋮ Central moments, stochastic dominance, moment rule, and diversification with an application

Cites Work

• Economically relevant preferences for all observed epsilon
• General linear formulations of stochastic dominance criteria
• A note on almost stochastic dominance
• Preferred by “All” and Preferred by “Most” Decision Makers: Almost Stochastic Dominance
• An Economic Index of Riskiness
• Stochastic Dominance and Moments of Distributions
• Stochastic Dominance
• Consistent Testing for Stochastic Dominance under General Sampling Schemes

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