Almost Stochastic Dominance and Moments
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KeywordsStochastic dominance; almost stochastic dominance; risk aversion; mean; variance; skewness;
- C0 - Mathematical and Quantitative Methods - - General
- 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:
- NEP-ALL-2013-08-31 (All new papers)
- NEP-MIC-2013-08-31 (Microeconomics)
- NEP-ORE-2013-08-31 (Operations Research)
- NEP-UPT-2013-08-31 (Utility Models & Prospect Theory)
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