Extension of stochastic dominance theory to random variables

Chi-Kwong Li; Wing-Keung Wong

RAIRO - Operations Research - Recherche Opérationnelle (1999)

  • Volume: 33, Issue: 4, page 509-524
  • ISSN: 0399-0559

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Li, Chi-Kwong, and Wong, Wing-Keung. "Extension of stochastic dominance theory to random variables." RAIRO - Operations Research - Recherche Opérationnelle 33.4 (1999): 509-524. <http://eudml.org/doc/105202>.

@article{Li1999,
author = {Li, Chi-Kwong, Wong, Wing-Keung},
journal = {RAIRO - Operations Research - Recherche Opérationnelle},
keywords = {ascending stochastic dominance; descending stochastic dominance; risk lovers; risk averters; utility function},
language = {eng},
number = {4},
pages = {509-524},
publisher = {EDP-Sciences},
title = {Extension of stochastic dominance theory to random variables},
url = {http://eudml.org/doc/105202},
volume = {33},
year = {1999},
}

TY - JOUR
AU - Li, Chi-Kwong
AU - Wong, Wing-Keung
TI - Extension of stochastic dominance theory to random variables
JO - RAIRO - Operations Research - Recherche Opérationnelle
PY - 1999
PB - EDP-Sciences
VL - 33
IS - 4
SP - 509
EP - 524
LA - eng
KW - ascending stochastic dominance; descending stochastic dominance; risk lovers; risk averters; utility function
UR - http://eudml.org/doc/105202
ER -

References

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