Pseudo Stochastic Dominance. Applications

Elena Almaraz Luengo

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Decision-Making and Behavioral Economics Multi-Criteria Decision Making Risk and Portfolio Optimization

Abstract

The aim of this work is to show that on certain ocasions classic decision rules used in the context of options (Stochastic Dominance criteria and Mean-Variance rules) do not provide a selection of one specific option over the other, therefore, the need of working with other criteria that can help us in our choice. We place special interest in economic and financial applications.

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1963An Expected Gain-Confidence Limit Criterion for Portfolio Selection 1959Criteria for Choice Among Risky Ventures 2001Markowitz Revisited: Mean-Variance Models in Financial Portfolio Analysis 2002Preferred by “All” and Preferred by “Most” Decision Makers: Almost Stochastic Dominance 2009Bonds versus stocks: Investors’ age and risk taking 1976The Time of Your Life 2007Almost Stochastic Dominance and stocks for the long run 1976Investment for the Long Run: New Evidence for an Old Rule

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