Stochastic dominance theory for location-scale family

DOI10.1155/JAMDS/2006/82049zbMath1152.60022OpenAlexW2123362840MaRDI QIDQ955475

Wing-Keung Wong

Publication date: 20 November 2008

Published in: Journal of Applied Mathematics and Decision Sciences (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/129481

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15)

Related Items (8)

New Tests for Richness and Poorness: A Stochastic Dominance Analysis of Income Distributions in Hong Kong ⋮ Input Demand Under Joint Energy and Output Prices Uncertainties ⋮ Large-sample confidence intervals for risk measures of location-scale families ⋮ Segregation and integration: a study of the behaviors of investors with extended value functions ⋮ Test statistics for prospect and Markowitz stochastic dominances with applications ⋮ Estimating the index of increase via balancing deterministic and random data ⋮ Gains from diversification on convex combinations: a majorization and stochastic dominance approach ⋮ Central moments, stochastic dominance, moment rule, and diversification with an application

Cites Work

• Advances in prospect theory: cumulative representation of uncertainty
• Stochastic dominance and prospect dominance with subjective weighting functions
• A note on convex stochastic dominance
• Robust estimation in capital asset pricing model
• Toward an empirical analysis of polarization
• Prospect Theory: Much Ado About Nothing?
• Simplifying the Choice between Uncertain Prospects Where Preference is Nonlinear
• Second Degree Stochastic Dominance with Respect to a Function
• Stochastic Dominance and the Maximization of Expected Utility
• Prospect Theory: An Analysis of Decision under Risk
• Extension of stochastic dominance theory to random variables
• The Efficiency Analysis of Choices Involving Risk
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