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Preprints, Working Papers, ... Year : 2015

Stochastic Dominance of Any Type and Any Degree, and Expected Utility: A Unifying Approach

Abstract

This paper provides a general framework for a unifying treatment of stochastic dominance of any degree and of any type (direct or inverse for each nal or intermediary level). It gives the conditions for the congruence between stochastic dominance and classes of utility functions in this general framework and shows, as particular cases, the properties of some varieties of stochastic dominance usually neglected in standard literature.
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Dates and versions

hal-00944632 , version 3 (09-04-2016)

Identifiers

  • HAL Id : hal-00944632 , version 3

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André Lapidus. Stochastic Dominance of Any Type and Any Degree, and Expected Utility: A Unifying Approach. 2015. ⟨hal-00944632⟩
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