Abstract
It is known that when the random variables being compared have a uniform probability measure, as is the case when using financial market data, the computation of efficient sets for first- and second-degree dominance can be greatly simplified if majorization conditions are used instead of the dominance definitions. This paper presents an equally efficient technique for third-degree dominance.
Original language | English (US) |
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Pages (from-to) | 508-515 |
Number of pages | 8 |
Journal | Management science |
Volume | 40 |
Issue number | 4 |
DOIs | |
State | Published - Jan 1 1994 |
ASJC Scopus subject areas
- Strategy and Management
- Management Science and Operations Research