A Note on Stochastic Dominance

9 Pages Posted: 19 Jul 2017 Last revised: 14 Feb 2021

See all articles by Fred Viole

Fred Viole

OVVO Financial Systems; Fordham University

Date Written: July 14, 2017

Abstract

This note is to set the record straight and focus on the strict definition of stochastic dominance.

Keywords: Stochastic Dominance Algorithm, Lower Partial Moments, Expected Utility Theory, Prospect Theory, Upper Partial Moments

JEL Classification: G11, C01

Suggested Citation

Viole, Fred, A Note on Stochastic Dominance (July 14, 2017). Available at SSRN: https://ssrn.com/abstract=3002675 or http://dx.doi.org/10.2139/ssrn.3002675

Fred Viole (Contact Author)

OVVO Financial Systems ( email )

NJ
United States

Fordham University ( email )

Bronx, NY 10458
United States

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