| Issue |
RAIRO-Oper. Res.
Volume 48, Number 1, January-March 2014
|
|
|---|---|---|
| Page(s) | 103 - 107 | |
| DOI | https://doi.org/10.1051/ro/2011055 | |
| Published online | 10 January 2014 | |
Almost Higher Order Stochastic Dominance∗
1 School of Statistics, Renmin University of China, Beijing
100872, P.R. China.
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2 Department of Mathematics, Hong Kong Baptist University, Hong Kong 999077, P.R. China.
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Received:
3
May
2013
Accepted:
15
October
2013
Abstract
In this paper, we develop the concept of almost stochastic dominance for higher order preferences and investigate the related properties of this concept.
Mathematics Subject Classification: 90B50 / 91B06
Key words: Almost stochastic dominance / expected-utility maximization / higher-order preferences.
The second author would also like to thank Professors Li-xing Zhu and Wing-Keung Wong for their continuous guidance and encouragement.
© EDP Sciences, ROADEF, SMAI, 2014
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