| Article ID: | iaor1991254 |
| Country: | Netherlands |
| Volume: | 43 |
| Issue: | 3 |
| Start Page Number: | 350 |
| End Page Number: | 355 |
| Publication Date: | Dec 1989 |
| Journal: | European Journal of Operational Research |
| Authors: | Keppe Hans-Jrgen, Weber Martin |
| Keywords: | finance & banking |
This paper discusses different possibilities to check stochastic dominance if the information on probabilities is incomplete. The authors show that risk profiles can serve as a useful tool to understand stochastic dominance. In addition they extend the approach recently proposed by Pearman and Kmietowicz to test for stochastic dominance with incomplete information on probabilities.