Stochastic Dominance and the Maximization of Expected Utility
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Publication:4174475
DOI10.2307/2297326zbMATH Open0392.90008OpenAlexW2066470699MaRDI QIDQ4174475FDOQ4174475
Authors: Leigh Tesfatsion 
Publication date: 1976
Published in: Review of Economic Studies (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/2297326
Cited In (19)
- A note on dependence between a venture and a current prospect
- The effect of social preferences on sales and operations planning
- Temporal risk and the nature of induced preferences
- Precautionary saving in the presence of labor income and interest rate risks
- Central moments, stochastic dominance, moment rule, and diversification with an application
- BALAYAGE MONOTONOUS RISK MEASURES
- When can expected utility handle first-order risk aversion?
- The demand for a risky asset in the presence of a background risk
- Stochastic dominance theory for location-scale family
- Stochastic dominance: A bibliographical rectification and a restatement of Whitmore's theorem
- Multivariate decision-making under risk aversion
- Stochastic dominance and mean-variance measures of profit and loss for business planning and investment
- Gains from diversification on convex combinations: a majorization and stochastic dominance approach
- Multivariate decisions with unknown price vector
- On the use of capacities in modeling uncertainty aversion and risk aversion
- Sharp bounds on the distribution of treatment effects and their statistical inference
- Testing for second order stochastic dominance
- The sizes and powers of some stochastic dominance tests: A Monte Carlo study for correlated and heteroskedastic distributions
- On the relationship between comparisons of risk aversion of different orders
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