Revisiting generalized almost stochastic dominance

DOI10.1007/S10479-018-2828-9MaRDI QIDQ2288901zbMATH OpenOpenAlexWikidataFDO

Authors Jow-Ran Chang, Mao-Wei Hung, Wei-Han Liu

Publication date 20 January 2020

Published in Annals of Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10479-018-2828-9

zbMATH Keywords

almost stochastic dominanceexpected utility maximization propertyhierarchy propertystochastic dominance

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Decision theory (91B06)

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Cites work

• A note on almost stochastic dominance
• Economically relevant preferences for all observed epsilon
• Generalized almost stochastic dominance
• Preferred by ``all and preferred by ``most decision makers: almost stochastic dominance
• Stochastic Dominance and Expected Utility: Survey and Analysis
• The Efficiency Analysis of Choices Involving Risk

Cited in

(20)

• Modeling stochastic dominance as infinite-dimensional constraint systems via the Strassen theorem
• Stochastic dominance in multi sampling environments
• A note on almost stochastic dominance
• Some remarks on stochastic dominance
• Characterizations on almost stochastic dominance revisited
• Generalized almost stochastic dominance
• Toward Graded and Nongraded Variants of Stochastic Dominance
• scientific article; zbMATH DE number 125970 (Why is no real title available?)
• Almost stochastic dominance under inconsistent utility and loss functions
• Weighted almost stochastic dominance: revealing the preferences of most decision makers in the St. Petersburg paradox
• Moment conditions for almost stochastic dominance
• Almost stochastic dominance for most risk-averse decision makers
• Almost Higher Order Stochastic Dominance
• On consistency of stochastic dominance and mean-semideviation models
• The SMAA-TWD model: a novel stochastic multi-attribute three-way decision with interrelated attributes in triangular fuzzy information systems
• Tests for Almost Stochastic Dominance
• Measures of stochastic non-dominance in portfolio optimization
• Almost stochastic dominance: magnitude constraints on risk aversion
• The optimal asset allocation of national insurance funds
• Conditional stochastic dominance

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