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Biographical Sketch Full Vitae Short ResumeAn alternative to either assuming a utility function or approximating the utility maximizing behavior with mean-variance rule is the use of efficiency criteria. One group of those efficiency criteria are known as stochastic dominance criteria. The most popular of these criteria are first and second degree stochastic dominance along with stochastic dominance with respect to a function. In the first case the only economic assumption required is that the decision maker prefers more to less. In the second two criteria we must assume something about the utility function.
Lecture XVI: Overview of Stochastic Dominance PDF,PowerPoint,Slides
Anderson, Jock R., John L. Dillon, and J. Brian Hardaker. Agricultural Decision Analysis (Ames, Iowa: Iowa StateUniversity Press, 1984) Chapter 9: 281-319. Lecture XVII: Derivation of First and Second Degree Stochastic Dominance PDF,PowerPoint,Slides Lecture XVIII: Definitions of Increasing Risk PDF,PowerPoint,Slides Lecture XIX: Implications of Increasing Spreads PDF, PowerPoint, Slides Meyer, Jack. "Increasing Risk." Journal of Economic Theory 11(1975): 119-32. Lecture XX: Generalized Stochastic Dominance with Respect to a Function PDF,PowerPoint,Slides King, Robert P. and Lindon J. Robison. "Risk Efficiency Models." in Risk Management in Agriculture Edited by Peter J. Barry (Ames, Iowa: Iowa State University Press): 68-81. Meyer, Jack. "Choice Among Distributions." Journal of Economic Theory 14(1977): 326-36. Meyer, Jack. "Second Degree Stochastic Dominance with Repect to a Function." International Economic Review 18(1977): 477-87. Moss, Charles B., Stephen A. Ford, and Mario Castejon. "Effect of Debt Position on the Choice of Marketing Strategies for Florida Orange Growers: A Risk Efficiency Approach." Southern Journal of Agricultural Economics 23(1991): 103-12. Lecture XXI: Applications of Stochastic Dominance in Agriculture PDF,PowerPoint,Slides Center for Applied Optimization Food and Resource Economics Department Institute of Food and Agricultural Sciences (IFAS) UF Web Mail Portal UF Spam Portal University of Florida Libraries Links to E-Journals University of Florida Access Required University of Florida MyUfl JSTOR-Electronic Journal Archive USDA/Economic Research Service Google Search USDA Library at Cornell ISI Web of Knowledge Yahoo AgEcon Search EconWPA Economics Working Paper Links by Washington University
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