A note on third degree stochastic dominance

被引:0
|
作者
Friedrich Schmid
机构
[1] Universität zu Köln,Seminar für Wirtschafts
来源
OR Spectrum | 2005年 / 27卷
关键词
Third degree stochastic dominance;
D O I
暂无
中图分类号
学科分类号
摘要
Third degree stochastic dominance is usually defined by stating two separate conditions. It is shown in this note that the second condition is superfluous, because it is already implied by the first one.
引用
下载
收藏
页码:653 / 655
页数:2
相关论文
共 50 条
  • [21] A note on convex stochastic dominance and diversification with applications
    Egozcue, Martin
    COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2024,
  • [22] A NOTE ON COMPARATIVE STATICS AND STOCHASTIC-DOMINANCE
    JEWITT, I
    JOURNAL OF MATHEMATICAL ECONOMICS, 1986, 15 (03) : 249 - 254
  • [23] A NOTE ON STOCHASTIC-DOMINANCE AND INEQUALITY MEASURES
    MULIERE, P
    SCARSINI, M
    JOURNAL OF ECONOMIC THEORY, 1989, 49 (02) : 314 - 323
  • [24] Revisiting Almost Second-Degree Stochastic Dominance
    Tzeng, Larry Y.
    Huang, Rachel J.
    Shih, Pai-Ta
    MANAGEMENT SCIENCE, 2013, 59 (05) : 1250 - 1254
  • [25] General N-th Degree Stochastic Dominance
    张顺明
    Tsinghua Science and Technology, 2001, (01) : 93 - 96
  • [26] Fraction-Degree Reference Dependent Stochastic Dominance
    Yang, Jianping
    Zhao, Chaoqun
    Chen, Weiru
    Zhou, Diwei
    Han, Shuguang
    METHODOLOGY AND COMPUTING IN APPLIED PROBABILITY, 2022, 24 (02) : 1193 - 1219
  • [27] Fraction-Degree Reference Dependent Stochastic Dominance
    Jianping Yang
    Chaoqun Zhao
    Weiru Chen
    Diwei Zhou
    Shuguang Han
    Methodology and Computing in Applied Probability, 2022, 24 : 1193 - 1219
  • [28] Higher-degree stochastic dominance optimality and efficiency
    Fang, Yi
    Post, Thierry
    EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 2017, 261 (03) : 984 - 993
  • [29] The financial relevance of fuzzy stochastic dominance: a brief note
    Haven, E
    FUZZY SETS AND SYSTEMS, 2005, 152 (03) : 467 - 473
  • [30] A note on asset proportions, stochastic dominance, and the 50% rule
    Clark, E
    Jokung, O
    MANAGEMENT SCIENCE, 1999, 45 (12) : 1724 - 1727