Stochastic Dominance and Expected Utility: Survey and Analysis
While Stochastic Dominance has been employed in various forms as early as 1932, it has only been since 1969--1970 that the notion has been developed and extensively employed in the area of economics, finance, agriculture, statistics, marketing and operations research. In this survey, the first-, second- and third-order stochastic dominance rules are discussed with an emphasis on the development in the area since the 1980s.
Volume (Year): 38 (1992)
Issue (Month): 4 (April)
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