{"title":"违反一阶随机优势","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":"{\"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}","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}
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.