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Multi-Period Stochastic Dominance
Management Science, 1974First degree stochastic dominance rules for uncertain options (distributions of returns) have been developed for the following two cases: (a) multi-period additive utility functions, (b) univariate utility functions and compound distributions of returns.
Haim Levy, Jacob Paroush
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We develop in this paper a systematic study of the stochastic dominance ordering in spaces of measures. We collect and present in an orderly fashion, results that are spread out in the Applied Probability and Mathematical Economics literature, and extend most of them to a somewhat broader framework.
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Stochastic Dominance in Human Capital
Journal of Political Economy, 1980The paper considers the choice between two finite income paths that are subject to random variations. It is shown that if one income path, X, has more cumulative variation at the outset and less variation toward the end than another income path, Y, then X dominates Y in the sense that (almost) every decision maker prefers X to Y.
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Stochastic Dominance in Regret Theory
The Review of Economic Studies, 1990The regret theory of choice under uncertainty is known to admit intransitivities in preference relations. In this paper, the stochastic dominance properties of the theory are examined. It is shown that the usual definition of first stochastic dominance is not satisfied by regret-theoretic preferences and that, in general, violations of first stochastic
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A Note on Almost Stochastic Dominance and Generalized Almost Stochastic Dominance
SSRN Electronic Journal, 2014Xu Guo, Wing-Keung Wong, Lixing Zhu
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Revisiting Almost Second-Degree Stochastic Dominance
Management Science, 2013Rachel J Huang +2 more
exaly
Stochastic Dominance and Expected Utility: Survey and Analysis
Management Science, 1992Haim Levy
exaly

