Concepedia

Stochastic Dominance Analysis

Stochastic Dominance Analysis is a decision-theoretic framework used in risk assessment that, by comparing cumulative distribution functions of random variables, enables the ranking of risky alternatives according to their probability-based dominance criteria under varying levels of risk aversion.

775

Publications

41.6K

Citations

1.2K

Authors

641

Institutions

Publications per year

2017–2026

96

Parents

Publications

775

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

Consistent Tests for Stochastic Dominance

Garry F. Barrett, Stephen G. Donald · Econometrica · 2003 · 672 citations

, , +9

Meeting Strangers and Friends of Friends: How Random Are Social Networks?

Matthew O. Jackson, Brian W. Rogers · American Economic Review · 2007 · 649 citations

, , +15

Generalized deviations in risk analysis

R. T. Rockafellar, Stan Uryasev, Michael Zabarankin · Finance and Stochastics · 2005 · 573 citations

, , +14

1–5 of 775

Authors

1.2K

  1. WW
    Wing‐Keung Wong

    Asia University, Taiwan

    45 publications · 2.3K citations

    27

    h-index

  2. TP
    Thierry Post

    Erasmus University Rotterdam, Netherlands

    24 publications · 1.4K citations

    18

    h-index

  3. AR
    Andrzej Ruszczyński

    Rutgers, The State University of New Jersey, United States

    19 publications · 2.5K citations

    16

    h-index

  4. HL
    Haim Levy

    Hebrew University of Jerusalem, Israel

    18 publications · 1.9K citations

    14

    h-index

  5. HH
    Hooi Hooi Lean

    Universiti Sains Malaysia, Malaysia

    14 publications · 1.1K citations

    12

    h-index

1–5 of 1.2K

Institutions

641

  1. Hebrew University of Jerusalem

    Jerusalem, Israel

    20 h-index

    36 publications

    3.6K citations

  2. Hong Kong Baptist University

    Hong Kong, Hong Kong

    19 h-index

    24 publications

    1.2K citations

  3. Erasmus University Rotterdam

    Rotterdam, The Netherlands

    14 h-index

    18 publications

    1.2K citations

  4. National University of Singapore

    Singapore, Singapore

    13 h-index

    17 publications

    1.4K citations

  5. Asia University

    Taichung, Taiwan

    12 h-index

    16 publications

    379 citations

  6. Universiti Sains Malaysia

    George Town, Malaysia

    11 h-index

    12 publications

    923 citations

  7. Charles University

    Prague, Czechia

    11 h-index

    15 publications

    606 citations

  8. Texas A&M University

    College Station, United States

    11 h-index

    15 publications

    501 citations

1–8 of 641

Venues

  1. Management Science

    43 publications · 3.8K citations

    32

    h-index

  2. European Journal of Operational Research

    34 publications · 2.1K citations

    24

    h-index

  3. Journal of Financial and Quantitative Analysis

    JFQA · 25 publications · 1.4K citations

    22

    h-index

  4. SSRN Electronic Journal

    Repository · 39 publications · 995 citations

    18

    h-index

  5. American Journal of Agricultural Economics

    20 publications · 969 citations

    16

    h-index

1–5