An Axiomatic Approach to Measuring Degree of Stochastic Dominance
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References listed on IDEAS
- Daron Acemoglu & Martin Kaae Jensen, 2015.
"Robust Comparative Statics in Large Dynamic Economies,"
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University of Chicago Press, vol. 123(3), pages 587-640.
- Daron Acemoglu & Martin Kaae Jensen, 2012. "Robust Comparative Statics in Large Dynamic Economies," NBER Working Papers 18178, National Bureau of Economic Research, Inc.
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- Larry Y. Tzeng & Rachel J. Huang & Pai-Ta Shih, 2013. "Revisiting Almost Second-Degree Stochastic Dominance," Management Science, INFORMS, vol. 59(5), pages 1250-1254, May.
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- repec:wsi:ijtafx:v:15:y:2012:i:02:n:s0219024912500173 is not listed on IDEAS
More about this item
KeywordsStochastic dominance; Stochastic order;
- D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
NEP fieldsThis paper has been announced in the following NEP Reports:
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