Nendel, Max: A Note on Stochastic Dominance and Compactness. In: . Jg.623. 2019, S. 17 ff.
Inhalt
- 1. Introduction
- 2. Some preliminary remarks on tightness and uniform integrability
- 3. Completeness
- 3.1. First order stochastic dominance
- 3.2. Second order stochastic dominance and increasing convex order
- Appendix A. An auxiliary result
- Appendix B. Proofs of Lemma 2.1 and Lemma 2.4
- Acknowledgements
- References