Stochastic Dominance and Moment Inequalities

DOI10.1287/MOOR.9.3.475MaRDI QIDQ3333795zbMATHOpenAlexFDO

Authors George L. O'Brien

Publication date 1984

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

Full work available at URL https://doi.org/10.1287/moor.9.3.475

zbMATH Keywords

\textit{P. C. Fishburn}'s theoreminequalities involving the moments

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15)

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Cited in

(27)

• Modeling stochastic dominance as infinite-dimensional constraint systems via the Strassen theorem
• Crossing points of distributions and a theorem that relates them to second order stochastic dominance
• Remarks on the tail order on moment sequences
• Almost Higher Order Stochastic Dominance
• A simple proof of Fishburn’s moments theorem
• Some remarks on stochastic dominance
• On consistency of stochastic dominance and mean-semideviation models
• Third-degree stochastic dominance and random variables
• Some consequences of correlation aversion in decision science
• A Generalization of Gurland's Theorem, with Applications to Economic Behavior under Uncertainty
• An interpretation of the condition for precautionary saving: the case of greater higher-order interest rate risk
• Multivariate Stochastic Dominance and Moments
• Stochastic dominance of higher orders and its implications
• New stochastic inequalities involving the \(F\) and gamma distributions
• Stochastic dominance: A bibliographical rectification and a restatement of Whitmore's theorem
• Stochastic dominance for shift-invariant measures
• A new stochastic dominance criterion for dependent random variables with applications
• Some results on generalized ageing classes
• A note on convex stochastic dominance
• Orders of limits for stationary distributions, stochastic dominance, and stochastic stability
• A moment inequality
• A crossing theorem for distribution functions and their moments
• Un modello matriciale per la dominanza stocastica e stocastico-temporale
• Myopic loss aversion and margin of safety: the risk of value investing
• Stochastic dominance in multi sampling environments
• Revisiting Independence and Stochastic Dominance for Compound Lotteries
• Stop-Loss Transformierte eines höheren Grades und stochastische Ordnungen - (I) Theorie;Higher degree stop-loss transforms and stochastic orders — (I) Theory

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