Extension of stochastic dominance theory to random variables
DOI10.1051/RO:1999100zbMATH Open1016.91032OpenAlexW2129956015MaRDI QIDQ4497872FDOQ4497872
Authors: Chi-Kwong Li, Wing-Keung Wong 
Publication date: 24 August 2000
Published in: RAIRO - Operations Research (Search for Journal in Brave)
Full work available at URL: http://www.numdam.org/item?id=RO_1999__33_4_509_0/
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Decision theory (91B06) Inequalities; stochastic orderings (60E15) Utility theory (91B16) Transportation, logistics and supply chain management (90B06)
Cited In (21)
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- Modeling stochastic dominance as infinite-dimensional constraint systems via the Strassen theorem
- Central moments, stochastic dominance, moment rule, and diversification with an application
- Do investors like to diversify? A study of Markowitz preferences
- Prospect and Markowitz stochastic dominance
- Stochastic dominance theory for location-scale family
- Stochastic Monotonicity of the Mean-CVaRs and Their Applications to Inventory Systems with Stockout Cost: A Transformation Approach
- Stochastic dominance for shift-invariant measures
- Improved bounds for stochastic extensible bin packing under distributional assumptions
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- On the estimation of cost of capital and its reliability
- Stochastic dominance and mean-variance measures of profit and loss for business planning and investment
- Preferences over location-scale family
- Gains from diversification on convex combinations: a majorization and stochastic dominance approach
- Test statistics for prospect and Markowitz stochastic dominances with applications
- Statistical inference for a relaxation index of stochastic dominance under density ratio model
- A new stochastic dominance criterion for dependent random variables with applications
- Stochastic dominance in multi sampling environments
- New Tests for Richness and Poorness: A Stochastic Dominance Analysis of Income Distributions in Hong Kong
- Stochastic dominance statistics for risk averters and risk seekers: an analysis of stock preferences for USA and China
- The sizes and powers of some stochastic dominance tests: A Monte Carlo study for correlated and heteroskedastic distributions
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