Moment-Preserving Shifts and Stochastic Dominance

DOI10.1287/MOOR.7.4.629zbMATH Open0496.90012OpenAlexW2162104724MaRDI QIDQ3960422FDOQ3960422

Authors: Peter Fishburn 

Publication date: 1982

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

Full work available at URL: https://doi.org/10.1287/moor.7.4.629

zbMATH Keywords

stochastic dominanceconvex conesigned measuresfinite supportsdistribution comparisonsminimum- support measuresmoment-preserving shifts

Mathematics Subject Classification ID

Utility theory (91B16) Probabilistic measure theory (60A10)

Cited In (6)

• Comparison of probability measures: Dominance of the third degree
• Extremal generators and extremal distributions for the continuous \(s\)-convex stochastic orderings
• Almost stochastic dominance and stocks for the long run
• Simplest cases of nth-degree stochastic dominance
• Third-degree stochastic dominance and axioms for a convex marginal utility function
• Third-degree stochastic dominance and random variables

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