A note on comparative statics and stochastic dominance (Q1090213): Difference between revisions

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Property / cites work: Generalized convexity cones and their duals / rank
 
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Latest revision as of 20:03, 17 June 2024

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A note on comparative statics and stochastic dominance
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    A note on comparative statics and stochastic dominance (English)
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    1986
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    This is a bibliographical note which points out the applicability of some existing results to the development of a sort of Stochastic Dominance 'algebra'. The 'more risk averse' relation of \textit{S. A. Ross} [Econometrica 49, 621-638 (1981; Zbl 0471.90016)] is established within a general framework.
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    Stochastic Dominance 'algebra'
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    'more risk averse' relation
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