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A Remark on Third Degree Stochastic Dominance

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  • Man-Chung Ng

    ()
    (Institute of Economics, Academia Sinica, Taipei 11529, Taiwan, R.O.C.)

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    Abstract

    This note presents two counterexamples to illustrate that neither implication of Theorem 4 in Levy (1992) is correct.

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    File URL: http://dx.doi.org/10.1287/mnsc.46.6.870.11934
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    Bibliographic Info

    Article provided by INFORMS in its journal Management Science.

    Volume (Year): 46 (2000)
    Issue (Month): 6 (June)
    Pages: 870-873

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    Handle: RePEc:inm:ormnsc:v:46:y:2000:i:6:p:870-873

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    Keywords: third degree stochastic dominance;

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    Cited by:
    1. Wong, Wing-Keung, 2007. "Stochastic dominance and mean-variance measures of profit and loss for business planning and investment," European Journal of Operational Research, Elsevier, vol. 182(2), pages 829-843, October.
    2. Chan, Raymond H. & Clark, Ephraim & Wong, Wing-Keung, 2012. "On the Third Order Stochastic Dominance for Risk-Averse and Risk-Seeking Investors," MPRA Paper 42676, University Library of Munich, Germany.

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