{"title":"Violations of first-order stochastic dominance","authors":"Brett Williams","doi":"10.1007/s40881-023-00142-6","DOIUrl":null,"url":null,"abstract":"Abstract I find necessary and sufficient conditions for first-order stochastic dominance (FOSD) violations for choices from a budget line of Arrow securities. Applying this characterization to existing data, I compare FOSD violation rates across a broad set of risk preference elicitation tasks.","PeriodicalId":91563,"journal":{"name":"Journal of the Economic Science Association","volume":"51 1","pages":"0"},"PeriodicalIF":1.9000,"publicationDate":"2023-10-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"4","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Journal of the Economic Science Association","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1007/s40881-023-00142-6","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 4
Abstract
Abstract I find necessary and sufficient conditions for first-order stochastic dominance (FOSD) violations for choices from a budget line of Arrow securities. Applying this characterization to existing data, I compare FOSD violation rates across a broad set of risk preference elicitation tasks.
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