Stochastic Dominance and the Maximization of Expected Utility

DOI10.2307/2297326MaRDI QIDQ4174475zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

Stochastic DominanceExpected Utility

Mathematics Subject Classification ID

Utility theory (91B16)

Cited in

(19)

• Gains from diversification on convex combinations: a majorization and stochastic dominance approach
• Stochastic dominance and mean-variance measures of profit and loss for business planning and investment
• Stochastic dominance theory for location-scale family
• A note on dependence between a venture and a current prospect
• Precautionary saving in the presence of labor income and interest rate risks
• The sizes and powers of some stochastic dominance tests: A Monte Carlo study for correlated and heteroskedastic distributions
• Sharp bounds on the distribution of treatment effects and their statistical inference
• Multivariate decisions with unknown price vector
• The effect of social preferences on sales and operations planning
• BALAYAGE MONOTONOUS RISK MEASURES
• Central moments, stochastic dominance, moment rule, and diversification with an application
• Multivariate decision-making under risk aversion
• On the use of capacities in modeling uncertainty aversion and risk aversion
• Stochastic dominance: A bibliographical rectification and a restatement of Whitmore's theorem
• When can expected utility handle first-order risk aversion?
• The demand for a risky asset in the presence of a background risk
• Testing for second order stochastic dominance
• Temporal risk and the nature of induced preferences
• On the relationship between comparisons of risk aversion of different orders

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