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Journal of the Operational Research Society Volume 64, 2013 - Issue 9
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General Paper

Non-differentiable transformations preserving stochastic dominance

M DenuitInstitut de Statistique, Biostatistique & Sciences Actuarielles, Université Catholique de LouvainLouvain-la-NeuveBelgiumCorrespondence[email protected]
,
L EeckhoudtIESEG School of Management, LEMLilleFrance;CORE, Université Catholique de LouvainLouvain-la-NeuveBelgium
&
O JokungEDHEC Business School Lille-NiceLilleFrance
Pages 1441-1446 | Received 01 Apr 2012, Accepted 01 Oct 2012, Published online: 21 Dec 2017

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Yann Braouezec & John Cagnol. (2023) A lattice approach to the Beta distribution induced by stochastic dominance: Theory and applications. Journal of the Operational Research Society 74:6, pages 1424-1442.
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Articles from other publishers (3)

Christian Gollier. (2021) A general theory of risk apportionment. Journal of Economic Theory 192, pages 105189.
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Jianwei Gao, Feng Zhao & Yundong Gu. (2018) Sufficient conditions of stochastic dominance for general transformations and its application in option strategy. Economics 12:1.
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Michel Denuit & Béatrice Rey. (2013) Another look at risk apportionment. Journal of Mathematical Economics 49:4, pages 335-343.
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