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Interval-based stochastic dominance: theoretical framework and application to portfolio choices
We introduce a new stochastic dominance relationship, the interval-based stochastic dominance (ISD). By choosing different reference points, we show that ISD may span a continuum of preferences between kth and [Formula: see text] th order stochastic dominance (SD). We distinguish accordingly between...
| Autores principales: | , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Springer US
2021
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| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8404040/ https://www.ncbi.nlm.nih.gov/pubmed/34483426 http://dx.doi.org/10.1007/s10479-021-04231-9 |