The Distributional Change In Second-Degree Stochastic Dominance And Its Decomposition

This paper introduces a new concept, a left-side strong second-degree stochastic dominance (L-SSSD) shift which includes a left-side strong increase in risk (L-SIR) shift and proves that an L-SSSD can be decomposed into an L-SIR and one subset of first-degree stochastic dominance (FSD) which is a su...

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Bibliographic details
Format: Publication
Language: English
Place of publication: 01.01.2004
Data of publication: 2004-01-01
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Online Access: available in Bonn?
Database: OpenAIRE (Open Access)
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