A note on second-order stochastic dominance for linear combinations of dependent Bernoulli random variables

DOI10.1080/03610926.2021.1971248OpenAlexW3198553682MaRDI QIDQ6107517

Martín Egozcue, Luis Fuentes García

Publication date: 3 July 2023

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2021.1971248

zbMATH Keywords

stochastic dominancedependenceliquidity risk

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Stochastic orders
• A note on multivariate stochastic comparisons of Bernoulli random variables
• Convex orders for linear combinations of random variables
• A note on the portfolio selection problem
• Deposit concentration at financial intermediaries
• The Risk-Averse (and Prudent) Newsboy
• Inequalities: theory of majorization and its applications

This page was built for publication: A note on second-order stochastic dominance for linear combinations of dependent Bernoulli random variables