The Subclasses of First-Degree Stochastic Dominance (FSD) Shifts and Their Comparative Statics

DOI10.1007/978-981-15-3300-6_9zbMath1452.91090OpenAlexW3013643090MaRDI QIDQ5132572

Soojong Kim, Iltae Kim, Suyeol Ryu

Publication date: 12 November 2020

Published in: Applied Economic Analysis of Information and Risk (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-981-15-3300-6_9

zbMATH Keywords

cumulative distribution functionfirst-degree stochastic dominancegeneral comparative statics

Mathematics Subject Classification ID

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

Cites Work

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• Optimal Portfolios with One Safe and One Risky Asset: Effects of Changes in Rate of Return and Risk
• A Ratio Criterion for Signing the Effects of an Increase in Uncertainty
• Increases in Risk and Linear Payoffs

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