The non-integer higher-order Stochastic dominance
| Autor: | Wei Zhu, Hongwei Bi |
|---|---|
| Rok vydání: | 2019 |
| Předmět: |
021103 operations research
Applied Mathematics Continuum (design consultancy) 0211 other engineering and technologies Stochastic dominance 02 engineering and technology Management Science and Operations Research 01 natural sciences Industrial and Manufacturing Engineering 010104 statistics & probability Applied mathematics 0101 mathematics Software Mathematics |
| Zdroj: | Operations Research Letters. 47:77-82 |
| ISSN: | 0167-6377 |
| DOI: | 10.1016/j.orl.2018.12.006 |
| Popis: | We establish a continuum of higher-order stochastic dominance rules. Depending on whether decision makers are risk averse or risk loving, two types of continuum higher-order stochastic dominance rules are established and their properties are illustrated with some examples. |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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