Stochastic Dominance and Expected Utility: Survey and Analysis

Stochastic Dominance and Expected Utility: Survey and Analysis

While Stochastic Dominance has been employed in various forms as early as 1932, it has only been since 1969-1970 that the notion has been developed and extensively employed in the area of economics, finance, agriculture, statistics, marketing and operations research. In this survey, the first-, seco...

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Veröffentlicht in:Management Science. - Institute for Operations Research and the Management Sciences, 1954. - 38(1992), 4, Seite 555-593
1. Verfasser: Levy, Haim (VerfasserIn)
Format: Online-Aufsatz
Sprache:English
Veröffentlicht: 1992
Zugriff auf das übergeordnete Werk:Management Science
Schlagworte:Stochastic Dominance Application Risky Investment Choice Stochastic Dominance-Theory Decision Analysis Choice under Uncertainty Decision-Making Valuation Theory Utility/Preference Theory Risk Economics Mathematics
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