Tail-restricted stochastic dominance

DOI10.1093/IMAMAN/DPR023zbMATH Open1261.60028OpenAlexW2153751056MaRDI QIDQ4909097FDOQ4909097

Authors: Edgar Elias Osuna 

Publication date: 12 March 2013

Published in: IMA Journal of Management Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/imaman/dpr023

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zbMATH Keywords

stochastic dominancerisk analysisdecision making under uncertaintySt. Petersburg paradoxinvestment decisionsrestricted stochastic dominance

Mathematics Subject Classification ID

Decision theory (91B06) Inequalities; stochastic orderings (60E15)

Cited In (1)

• Operational asymptotic stochastic dominance

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