Published

2011-09-01

CUASI DOMINANCIA ESTOCÁSTICA. APLICACIONES

PSEUDO STOCHASTIC DOMINANCE. APPLICATIONS

Keywords:

dominancia estocástica, media, varianza (es)
Mean, Variance, Stochastic dominance (en)

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Authors

  • Elena Almaraz-Luengo Universidad Complutense de Madrid
El objetivo de este trabajo es mostrar que en ocasiones las reglas clásicas de decisión sobre inversiones (reglas de Dominancia Estocástica y reglas de Media-Varianza) no siempre conducen a una selección de una inversión sobre otra, surgiendo la necesidad de trabajar con otros criterios que ayudan en dicha elección cuando los clásicos no conducen a ninguna selección concreta. Se pone principal interés en las aplicaciones de carácter económico-financiero.
The aim of this work is to show that on certain ocasions classic decision rules used in the context of options (Stochastic Dominance criteria and Mean-Variance rules) do not provide a selection of one specific option over the other, therefore, the need of working with other criteria that can help us in our choice. We place special interest in economic and financial applications.

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How to Cite

Almaraz-Luengo, E. (2011). PSEUDO STOCHASTIC DOMINANCE. APPLICATIONS. Revista Colombiana De Estadística, 34(3), 461-476. https://revistas.unal.edu.co/index.php/estad/article/view/29960

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