Tail-restricted stochastic dominance

DOI10.1093/IMAMAN/DPR023MaRDI QIDQ4909097zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

decision making under uncertaintyinvestment decisionsrestricted stochastic dominancerisk analysisSt. Petersburg paradoxstochastic dominance

Mathematics Subject Classification ID

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

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Cited in

(4)

• Operational asymptotic stochastic dominance
• A stochastic dominance comparison of truncated normal distributions
• Two stochastic dominance criteria based on tail comparisons
• Conditional stochastic dominance

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