Stochastic Dominance of Any Type and Any Degree, and Expected Utility: A Unifying Approach
André Lapidus ()
Working Papers from HAL
This paper provides a general framework for a unifying treatment of stochastic dominance of any degree and of any type (direct or inverse for each nal or intermediary level). It gives the conditions for the congruence between stochastic dominance and classes of utility functions in this general framework and shows, as particular cases, the properties of some varieties of stochastic dominance usually neglected in standard literature.
Keywords: risk; stochastic dominance; expected utility; decision JEL classication: D81 (search for similar items in EconPapers)
Note: View the original document on HAL open archive server: https://hal-paris1.archives-ouvertes.fr/hal-00944632
References: Add references at CitEc
Citations Track citations by RSS feed
Downloads: (external link)
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
Persistent link: https://EconPapers.repec.org/RePEc:hal:wpaper:hal-00944632
Access Statistics for this paper
More papers in Working Papers from HAL
Bibliographic data for series maintained by CCSD ().