The Harmonic Mean and Other Necessary Conditions for Stochastic Dominance

William H. Jean

29 citations0/0 files storedThe Journal of Finance

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Risk and Portfolio Optimization Financial Markets and Investment Strategies Decision-Making and Behavioral Economics

Abstract

ABSTRACT In this paper a systematic procedure is developed to determine necessary conditions for all degrees of stochastic dominance. The previously known necessary conditions are specified as to which degrees of dominance they belong, and two new necessary conditions, a ranking of harmonic means and a ranking of algebraic combinations of the first three moments, are derived.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 29 citations exist upstream.

References

1969Rules for Ordering Uncertain Prospects 1969The Efficiency Analysis of Choices Involving Risk 1975Mean-Risk Analysis with Risk Associated with Below-Target Returns 1975Optimal rules for ordering uncertain prospects 1977Capital market equilibrium in a mean-lower partial moment framework 1980On The Direction of Preference for Moments of Higher Order Than The Variance 1962Admissibility and Measurable Utility Functions 2016Third-Degree Stochastic Dominance

Cited by

1989Ranking Distributions with Generalized Lorenz Curves

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

Imported from OpenAlex (CC0) — nothing here is generated.