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2015
- handle: 10670/1.0jhdrq
- hal: hal-01161663
- doi: 10.1016/j.mathsocsci.2015.02.005
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info:eu-repo/semantics/altIdentifier/doi/10.1016/j.mathsocsci.2015.02.005
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dominanceSujets proches
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Alain Chateauneuf et al., « Increases in risk and demand for a risky asset », HAL-SHS : économie et finance, ID : 10.1016/j.mathsocsci.2015.02.005
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Résumé
We first prove the noteworthy fact that Central Dominance with m=1 (CD1), introduced by Gollier (1995), is a particular case of Second order Stochastic Dominance. We then introduce a new tractable class of dominance that we name Relative order and we prove that this class is a strict subclass of CD1. Finally, we show that some known classes of dominance are particular cases of our new class of dominance.