Pseudo Stochastic Dominance. Applications



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Almaraz Luengo, Elena (2011) Pseudo Stochastic Dominance. Applications. Revista Colombiana de Estadística, 34 (3). pp. 461-476. ISSN 0120-1751

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The aim of this work is to show that on certain ocasions classic decision rules used in the context of options (Stochastic Dominance criteria and Mean-Variance rules) do not provide a selection of one specific option over the other, therefore, the need of working with other criteria that can help us in our choice. We place special interest in economic and financial applications.

Item Type:Article
Uncontrolled Keywords:Mean, Variance, Stochastic dominance
Subjects:Sciences > Mathematics > Applied statistics
ID Code:20489
Deposited On:19 Mar 2013 12:05
Last Modified:07 Feb 2014 10:14

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