Extension of stochastic dominance theory to random variables

RAIRO Recherche Operationnelle

Volumn 33, Issue 4, 1999, Pages 509-524

  Li, Chi Kwong ^a   Wong, Wing Keung ^b,c  

^a Dept of Economics and Thomas Jefferson Program in Public Policy at the College of William and Mary   (United States)

^b NATIONAL UNIVERSITY OF SINGAPORE   (Singapore)

^c UNIVERSITY OF WISCONSIN MADISON   (United States)

Author keywords

Ascending stochastic dominance; Descending stochastic dominance; Risk averters; Risk lovers; Utility function

Indexed keywords

EID: 0042723647     PISSN: 03990559     EISSN: None     Source Type: Journal    
DOI: 10.1051/ro:1999100     Document Type: Article

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