A note on comparative statics and stochastic dominance (Q1090213)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on comparative statics and stochastic dominance |
scientific article |
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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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