A note on comparative statics and stochastic dominance (Q1090213)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on comparative statics and stochastic dominance |
scientific article |
Statements
A note on comparative statics and stochastic dominance (English)
0 references
1986
0 references
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.
0 references
Stochastic Dominance 'algebra'
0 references
'more risk averse' relation
0 references
