A Note on Stochastic Dominance
9 Pages Posted: 19 Jul 2017 Last revised: 14 Feb 2021
Date Written: July 14, 2017
Abstract
This note is to set the record straight and focus on the strict definition of stochastic dominance.
Keywords: Stochastic Dominance Algorithm, Lower Partial Moments, Expected Utility Theory, Prospect Theory, Upper Partial Moments
JEL Classification: G11, C01
Suggested Citation: Suggested Citation
Viole, Fred, A Note on Stochastic Dominance (July 14, 2017). Available at SSRN: https://ssrn.com/abstract=3002675 or http://dx.doi.org/10.2139/ssrn.3002675
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