STOCHASTIC DOMINANCE OVER CORRELATED PROSPECTS

A difficulty occurs in stochastic dominance applications when alternatives are not mutually exclusive and mixed prospects may be formed. Exhaustive examination of all possible mixed prospects is often impractical. In this paper, rules are derived and tested for deciding when and to what extent mixed prospects should be examined.


Issue Date:
1986-07
Publication Type:
Conference Paper/ Presentation
DOI and Other Identifiers:
Record Identifier:
https://ageconsearch.umn.edu/record/278146
Language:
English
Total Pages:
15




 Record created 2018-10-12, last modified 2020-10-28

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