Concepedia

Stochastic Dominance

Stochastic Dominance is a probabilistic criterion used in decision theory to establish a preference ordering among uncertain prospects, whereby one distribution is said to stochastically dominate another if it yields at least as high a cumulative probability of achieving any given outcome and strictly higher for some outcome, thereby reflecting a rational preference under assumptions of risk aversion or utility structure.

1.1K

Publications

62.2K

Citations

1.6K

Authors

800

Institutions

Publications per year

2017–2026

154

Parents

Children

Publications

1.1K

Subjectivity and correlation in randomized strategies

Robert J. Aumann · Journal of Mathematical Economics · 1974 · 1.7K citations · Full text

, , +9

On the Measurement of Poverty

A. B. Atkinson · Econometrica · 1987 · 1.1K citations

, , +13

Stochastic Dominance and Expected Utility: Survey and Analysis

Haim Levy · Management Science · 1992 · 853 citations

, , +15

Premium Calculation by Transforming the Layer Premium Density

Astin Bulletin · 1996 · 731 citations · Full text

, , +14

Bootstrap Tests for Distributional Treatment Effects in Instrumental Variable Models

Alberto Abadie · Journal of the American Statistical Association · 2002 · 674 citations

, , +17

1–5 of 1.1K

Authors

1.6K

  1. WW
    Wing‐Keung Wong

    Asia University, Taiwan

    47 publications · 2.4K citations

    28

    h-index

  2. TP
    Thierry Post

    Erasmus University Rotterdam, Netherlands

    27 publications · 1.5K citations

    19

    h-index

  3. AR
    Andrzej Ruszczyński

    Rutgers, The State University of New Jersey, United States

    20 publications · 2.5K citations

    17

    h-index

  4. HL
    Haim Levy

    Hebrew University of Jerusalem, Israel

    21 publications · 2.3K citations

    16

    h-index

  5. PC
    Peter C. Fishburn

    AT&T (United States), United States

    13 publications · 860 citations

    13

    h-index

1–5 of 1.6K

Institutions

800

  1. Hebrew University of Jerusalem

    Jerusalem, Israel

    21 h-index

    42 publications

    6.1K citations

  2. Hong Kong Baptist University

    Hong Kong, Hong Kong

    18 h-index

    25 publications

    1.2K citations

  3. National University of Singapore

    Singapore, Singapore

    16 h-index

    21 publications

    1.8K citations

  4. Erasmus University Rotterdam

    Rotterdam, The Netherlands

    16 h-index

    23 publications

    1.4K citations

  5. Northwestern University

    Evanston, United States

    13 h-index

    18 publications

    1.2K citations

  6. Rutgers, The State University of New Jersey

    New Brunswick, United States

    12 h-index

    15 publications

    1.7K citations

  7. Asia University

    Taichung, Taiwan

    12 h-index

    14 publications

    325 citations

  8. Nazarbayev University

    Astana, Kazakhstan

    11 h-index

    12 publications

    278 citations

1–8 of 800

Venues

  1. Management Science

    54 publications · 4.6K citations

    36

    h-index

  2. European Journal of Operational Research

    39 publications · 2.4K citations

    26

    h-index

  3. Journal of Financial and Quantitative Analysis

    JFQA · 28 publications · 1.6K citations

    24

    h-index

  4. Journal of Economic Theory

    JET · 27 publications · 1.7K citations

    23

    h-index

  5. SSRN Electronic Journal

    Repository · 52 publications · 1.3K citations

    21

    h-index

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