Testing for infinite order stochastic dominance with applications to finance, risk and income inequality
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- Knight, J. & Satchell, S., 1999. "Testing for Infinite Order Stochastic Dominance with Applications to Finance, Risk and Income Inequality," Cambridge Working Papers in Economics 9911, Faculty of Economics, University of Cambridge.
References listed on IDEAS
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Gordon Anderson & Teng Wah Leo, 2014. "Ranking Alternative Non-Combinable Prospects: A Stochastic Dominance Based Route to the Second Best Solution," Working Papers tecipa-520, University of Toronto, Department of Economics.
More about this item
KeywordsLaplace transform; Infinite order degree stochastic dominance; Income inequality; C10; D31; G10;
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C44 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Operations Research; Statistical Decision Theory
- D61 - Microeconomics - - Welfare Economics - - - Allocative Efficiency; Cost-Benefit Analysis
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