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Almost Higher Order Stochastic Dominance∗

Published online by Cambridge University Press:  10 January 2014

Cuizhen Niu  and
Xu Guo
Cuizhen Niu
Affiliation:
School of Statistics, Renmin University of China, Beijing 100872, P.R. China.. nczlbc_890@126.com
Xu Guo
Affiliation:
Department of Mathematics, Hong Kong Baptist University, Hong Kong 999077, P.R. China.; liushengjunyi@163.com

Abstract

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In this paper, we develop the concept of almost stochastic dominance for higher orderpreferences and investigate the related properties of this concept.

Keywords

Almost stochastic dominanceexpected-utility maximizationhigher-order preferences.

Information

Type
Research Article
Information
RAIRO - Operations Research , Volume 48 , Issue 1 , January 2014 , pp. 103 - 107
Copyright
© EDP Sciences, ROADEF, SMAI, 2014

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