Almost stochastic dominance for most risk-averse decision makers

DOI10.1287/DECA.2019.0402zbMATH Open1440.90016OpenAlexW3011941905MaRDI QIDQ5120280FDOQ5120280

Authors: Chunling Luo, Chin-Hon Tan 

Publication date: 9 September 2020

Published in: Decision Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/deca.2019.0402

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zbMATH Keywords

utilitypreferencemean-variancerisk aversionprobability distributionalmost stochastic dominance

Mathematics Subject Classification ID

Management decision making, including multiple objectives (90B50)

Cites Work

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• Preferred by ``all and preferred by ``most decision makers: almost stochastic dominance
• Almost stochastic dominance and stocks for the long run
• Economically relevant preferences for all observed epsilon
• Market equilibrium under separable, piecewise-linear, concave utilities
• Generalized almost stochastic dominance
• Clear preferences under partial distribution information

Cited In (13)

• Title not available (Why is that?)
• A note on almost stochastic dominance
• Comparison of the valuations of alternatives based on cumulative prospect theory and almost stochastic dominance
• Revisiting generalized almost stochastic dominance
• A comparison of five models that predict violations of first-order stochastic dominance in risky decision making
• Railway disruption management: designing bus bridging services under uncertainty
• Almost stochastic dominance under inconsistent utility and loss functions
• Tractable almost stochastic dominance
• Characterizations on almost stochastic dominance revisited
• Generalized almost stochastic dominance
• Preferred by ``all and preferred by ``most decision makers: almost stochastic dominance
• Moment conditions for almost stochastic dominance
• Stochastic Dominance

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