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Multivariate Concave and Convex Stochastic Dominance

Author

Listed:
  • Denuit, Michel
  • Eeckhoudt, Louis
  • Tsetlin, Ilia
  • Winkler, Robert
Abstract
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Suggested Citation

  • Denuit, Michel & Eeckhoudt, Louis & Tsetlin, Ilia & Winkler, Robert, 2013. "Multivariate Concave and Convex Stochastic Dominance," LIDAM Reprints ISBA 2013012, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    • Handle: RePEc:aiz:louvar:2013012
    Note: In : Francesca Biagini, Andreas Richter, Harris Schlesinger, Risk Measures and Attitudes, Springer, 2013, p. 11-32
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    Citations

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    Cited by:

    1. Michel Denuit & Rachel Huang & Larry Tzeng, 2014. "Bivariate almost stochastic dominance," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 57(2), pages 377-405, October.
    2. Christophe Muller, 2019. "Social Shock Sharing and Stochastic Dominance," Working Papers halshs-02005735, HAL.
    3. Abu-Alkheil, Ahmad & Khan, Walayet A. & Parikh, Bhavik & Mohanty, Sunil K., 2017. "Dynamic co-integration and portfolio diversification of Islamic and conventional indices: Global evidence," The Quarterly Review of Economics and Finance, Elsevier, vol. 66(C), pages 212-224.
    4. Sordo, Miguel A., 2016. "A multivariate extension of the increasing convex order to compare risks," Insurance: Mathematics and Economics, Elsevier, vol. 68(C), pages 224-230.
    5. Guy Kaplanski & Haim Levy, 2017. "Envy and Altruism: Contrasting Bivariate and Univariate Prospect Preferences," Scandinavian Journal of Economics, Wiley Blackwell, vol. 119(2), pages 457-483, April.
    6. Ilia Tsetlin & Robert L. Winkler & Rachel J. Huang & Larry Y. Tzeng, 2015. "Generalized Almost Stochastic Dominance," Operations Research, INFORMS, vol. 63(2), pages 363-377, April.
    7. Andrew Grant & Steve Satchell, 2019. "Endogenous divorce risk and investment," Journal of Population Economics, Springer;European Society for Population Economics, vol. 32(3), pages 845-876, July.
    8. Chan, Raymond H. & Chow, Sheung-Chi & Guo, Xu & Wong, Wing-Keung, 2022. "Central moments, stochastic dominance, moment rule, and diversification with an application," Chaos, Solitons & Fractals, Elsevier, vol. 161(C).
    9. Crainich, David & Eeckhoudt, Louis & Courtois, Olivier Le, 2020. "Intensity of preferences for bivariate risk apportionment," Journal of Mathematical Economics, Elsevier, vol. 88(C), pages 153-160.
    10. Otso Massala & Ilia Tsetlin, 2015. "Search Before Trade-offs Are Known," Decision Analysis, INFORMS, vol. 12(3), pages 105-121.
    11. Alfred Müller & Marco Scarsini & Ilia Tsetlin & Robert L. Winkler, 2017. "Between First- and Second-Order Stochastic Dominance," Management Science, INFORMS, vol. 63(9), pages 2933-2947, September.

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