STOCHASTIC-DOMINANCE AND EXPECTED UTILITY - SURVEY AND ANALYSIS

被引：444

作者：

LEVY, H ^{[1
]}

机构：

[1] UNIV FLORIDA,GAINESVILLE,FL 32611

来源：

MANAGEMENT SCIENCE | 1992年 / 38卷 / 04期

关键词：

STOCHASTIC DOMINANCE APPLICATION; RISKY INVESTMENT CHOICE; STOCHASTIC DOMINANCE THEORY; DECISION ANALYSIS; CHOICE UNDER UNCERTAINTY; DECISION-MAKING; VALUATION THEORY; UTILITY PREFERENCE THEORY; RISK;

D O I：

10.1287/mnsc.38.4.555

中图分类号：

C93 [管理学];

学科分类号：

12 ; 1201 ; 1202 ; 120202 ;

摘要：

While Stochastic Dominance has been employed in various forms as early as 1932, it has only been since 1969-1970 that the notion has been developed and extensively employed in the area Of economics, finance, agriculture, statistics, marketing an operations research. In this survey, the first-, second- and third-order stochastic dominance rules are discussed with an emphasis on the development in the area since the 1980s.

引用

页码：555 / 593

页数：39

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